Report NEP-MST-2018-11-19

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:

• Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "High frequency trading and ghost liquidity," Post-Print hal-01894838, HAL.
• Arthur le Calvez & Dave Cliff, 2018. "Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market," Papers 1811.02880, arXiv.org.
• Rapp, Andreas, 2018. "Essays on corporate bond market liquidity and dealer behavior," Other publications TiSEM a03dad21-8447-4371-a30f-9, Tilburg University, School of Economics and Management.
• Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper 89689, University Library of Munich, Germany.
• Tristan Roger & Wael Bousselmi & Patrick Roger & Patrick Roger & Marc Willinger, 2018. "Another law of small numbers: patterns of trading prices in experimental markets," CEE-M Working Papers 18-21, CEE-M, Universitiy of Montpellier, CNRS, INRA, Montpellier SupAgro.