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Report NEP-MST-2024-08-19
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:
- Craig Burnside & Mario Cerrato & Zhekai Zhang, 2023, "Foreign exchange order flow as a risk factor," Working Papers, Business School - Economics, University of Glasgow, number 2023_03, Jan.
- João A. Bastos & Fernando Cascão, 2024, "Nonparametric determinants of market Liquidity," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0332, Jul.
- Xi Cheng & Jinghao Zhang & Yunan Zeng & Wenfang Xue, 2024, "MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading," Papers, arXiv.org, number 2407.01577, Jun.
- Jabir Sandhu & Rishi Vala, 2024, "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes, Bank of Canada, number 2024-17, Jul, DOI: 10.34989/san-2024-17.