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Report NEP-MST-2024-01-29
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:
- Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom, 2023, "The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119989, Nov.
- Raffaele Giuseppe Cestari & Filippo Barchi & Riccardo Busetto & Daniele Marazzina & Simone Formentin, 2023, "Hawkes-based cryptocurrency forecasting via Limit Order Book data," Papers, arXiv.org, number 2312.16190, Dec.
- Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023, "Foreign investor feedback trading in an emerging financial market," BIS Working Papers, Bank for International Settlements, number 1154, Dec.
- Mingxuan He, 2023, "Deep Learning for Dynamic NFT Valuation," Papers, arXiv.org, number 2312.05346, Dec.