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Report NEP-MST-2024-04-29
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, 2024, "Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders," Papers, arXiv.org, number 2403.08202, Mar.
- Kaushalya Kularatnam & Tania Stathaki, 2024, "Detecting and Triaging Spoofing using Temporal Convolutional Networks," Papers, arXiv.org, number 2403.13429, Mar.