Printed from https://ideas.repec.org/n/nep-mst/2024-11-18.html
Report NEP-MST-2024-11-18
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:
- Luca Lalor & Anatoliy Swishchuk, 2024, "Reinforcement Learning in Non-Markov Market-Making," Papers, arXiv.org, number 2410.14504, Oct, revised Nov 2024.
- Murat Tinic & Zeynep Ö. nder, 2024, "Bank-affiliation and Information Leakage around Earnings Announcement: Evidence from Turkish REITs," ERES, European Real Estate Society (ERES), number eres2024-210, Jan.
- Carl von Havighorst & Vincil Bishop III, 2024, "Inferring Option Movements Through Residual Transactions: A Quantitative Model," Papers, arXiv.org, number 2410.16563, Oct.
- Brokmann, Xavier & Itkin, David & Muhle-Karbe, Johannes & Schmidt, Peter, 2025, "Tackling nonlinear price impact with linear strategies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125888, Apr.