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Report NEP-MST-2024-01-15
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:
- Maochun Xu & Zixun Lan & Zheng Tao & Jiawei Du & Zongao Ye, 2023, "Deep Reinforcement Learning for Quantitative Trading," Papers, arXiv.org, number 2312.15730, Dec.
- Sergei Glebkin & Semyon Malamud & Alberto Teguia, 2023, "Strategic Trading with Wealth Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-116, Nov.
- Christoph Kuhn & Christopher Lorenz, 2023, "Insider trading in discrete time Kyle games," Papers, arXiv.org, number 2312.00904, Dec, revised Jul 2024.
- Wladimir Ostrovsky, 2023, "Dealer Strategies in Agent-Based Models," Papers, arXiv.org, number 2312.05943, Dec.