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Report NEP-MST-2023-05-29
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:
- Ziyi Xu & Xue Cheng, 2023, "The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper," Papers, arXiv.org, number 2304.13985, Apr, revised Feb 2024.
- Adamantios Ntakaris & Moncef Gabbouj & Juho Kanniainen, 2023, "Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting," Papers, arXiv.org, number 2304.09840, Apr, revised May 2023.
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023, "The foreign exchange market," BIS Working Papers, Bank for International Settlements, number 1094, Apr.
- Sungwoo Kang & Jong-Kook Kim, 2023, "Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis," Papers, arXiv.org, number 2304.14870, Apr, revised Apr 2024.
- Alejandro Bernales & Marcela Valenzuela & Ilknur Zer, 2023, "Effects of Information Overload on Financial Markets: How Much Is Too Much?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1372, Mar, DOI: 10.17016/IFDP.2023.1372.