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Report NEP-MST-2024-09-30
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:
- Item repec:cam:camjip:2423 is not listed on IDEAS anymore
- Hoffmann, Peter & Jank, Stephan, 2024, "What is the value of retail order flow?," Discussion Papers, Deutsche Bundesbank, number 33/2024.
- Toru Yano, 2024, "State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise," Papers, arXiv.org, number 2408.17187, Aug.