Report NEP-MST-2018-04-30

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Conall O'Sullivan & Vassilios G. Papavassiliou, 2019. "Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market," Open Access publications 10197/9299, Research Repository, University College Dublin.
• Acheson, Graeme G. & Coyle, Christopher & Turner, John D., 2018. "Prices and informed trading: Evidence from an early stock market," QUCEH Working Paper Series 2018-05, Queen's University Belfast, Queen's University Centre for Economic History.
• Christian Pfister, 2018. "(Real-)Time Is Money," Working papers 675, Banque de France.
• Thomas Spooner & John Fearnley & Rahul Savani & Andreas Koukorinis, 2018. "Market Making via Reinforcement Learning," Papers 1804.04216, arXiv.org.