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Report NEP-MST-2023-01-09
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:
- Damian Kisiel & Denise Gorse, 2022, "Axial-LOB: High-Frequency Trading with Axial Attention," Papers, arXiv.org, number 2212.01807, Dec.
- Nadav Steinberg & Avi Wohl, 2022, "Market Timing in Open Market Bond Repurchases," Bank of Israel Working Papers, Bank of Israel, number 2022.15, Aug.
- Dimitrios Kanelis & Pierre L. Siklos, 2022, "Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10322, Dec.