Printed from https://ideas.repec.org/n/nep-mst/2024-09-16.html
Report NEP-MST-2024-09-16
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:
- Aditya Nittur Anantha & Shashi Jain, 2024, "Forecasting High Frequency Order Flow Imbalance," Papers, arXiv.org, number 2408.03594, Aug.
- Kim Christensen & Alexei Kolokolov, 2024, "An unbounded intensity model for point processes," Papers, arXiv.org, number 2408.06519, Aug, revised Jan 2026.
- Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2024, "Inefficiencies of Carbon Trading Markets," Papers, arXiv.org, number 2408.06497, Aug, revised Aug 2024.
- Sid Bhatia, 2024, "High-Frequency Options Trading | With Portfolio Optimization," Papers, arXiv.org, number 2408.08866, Aug.