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Report NEP-MST-2023-12-18
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:
- Jieun Lee, 2023, "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers, Bank for International Settlements, number 1145, Nov.
- Jiahao Chen & Xiaofei Li, 2023, "Analysis of frequent trading effects of various machine learning models," Papers, arXiv.org, number 2311.10719, Sep.
- Soumyadip Sarkar, 2023, "Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration," Papers, arXiv.org, number 2311.10718, Sep.
- Ahmet Umur Ozsoy & Omur Uu{g}ur, 2023, "The QLBS Model within the presence of feedback loops through the impacts of a large trader," Papers, arXiv.org, number 2311.06790, Nov.
- Nicolas Cofre & Magdalena Mosionek-Schweda, 2023, "A simulated electronic market with speculative behaviour and bubble formation," Papers, arXiv.org, number 2311.12247, Nov.