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Report NEP-MST-2017-01-22
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.
Other reports in NEP-MST
The following items were announced in this report:
- Tim Leung & Hongzhong Zhang, 2017. "Optimal Trading with a Trailing Stop," Papers 1701.03960, arXiv.org, revised Mar 2019.
- Kevin Pan & Zeng, Yao, 2016. "ETF Arbitrage Under Liquidity Mismatch," Working Paper 485311, Harvard University OpenScholar.