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Report NEP-MST-2022-11-07
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Rama Cont & Alessandro Micheli & Eyal Neuman, 2022, "Fast and Slow Optimal Trading with Exogenous Information," Papers, arXiv.org, number 2210.01901, Oct, revised Jun 2023.
- Mariia Kosar & Sergei Mikhalishchev, 2022, "Inattentive Price Discovery in ETFs," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp735, Sep.
- Naseh Majidi & Mahdi Shamsi & Farokh Marvasti, 2022, "Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning," Papers, arXiv.org, number 2210.03469, Oct.
- Nelson Vadori & Leo Ardon & Sumitra Ganesh & Thomas Spooner & Selim Amrouni & Jared Vann & Mengda Xu & Zeyu Zheng & Tucker Balch & Manuela Veloso, 2022, "Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations," Papers, arXiv.org, number 2210.07184, Oct, revised Aug 2023.
- Javier Gil-Bazo & Juan F. Imbet, 2022, "Tweeting for money: Social media and mutual fund flows," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1846, Oct.