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Report NEP-MST-2024-09-23
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:
- Sid Bhatia & Sidharth Peri & Sam Friedman & Michelle Malen, 2024, "High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification," Papers, arXiv.org, number 2408.10016, Aug.
- Yufan Chen & Lan Wu & Renyuan Xu & Ruixun Zhang, 2024, "Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players," Papers, arXiv.org, number 2408.09505, Aug.
- Paul Schmidt-Engelbertz & Kaushik Vasudevan, 2024, "Speculating on Higher Order Beliefs," CESifo Working Paper Series, CESifo, number 11217.