Printed from https://ideas.repec.org/n/nep-mst/2023-02-27.html
Report NEP-MST-2023-02-27
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:
- Shunya Chomei, 2023, "Empirical analysis in limit order book modeling for Nikkei 225 Stocks with Cox-type intensities," Papers, arXiv.org, number 2302.01668, Feb, revised Feb 2023.
- Giuliano Graziani & Barbara Rindi, 2023, "Optimal Tick Size," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 688.
- Item repec:hal:wpaper:hal-03938660 is not listed on IDEAS anymore
- Yuki Sato & Kiyoshi Kanazawa, 2023, "Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model," Papers, arXiv.org, number 2301.13505, Jan, revised Aug 2023.