Report NEP-MST-2019-03-11

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:

• Nicholas Murphy & Tim Gebbie, 2019. "Learning the dynamics of technical trading strategies," Papers 1903.02228, arXiv.org, revised Dec 2019.
• Item repec:inu:caeprp:2019001 is not listed on IDEAS anymore

• Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari, 2019. "Scaling Features of Price-Volume Cross-Correlation," Papers 1903.01744, arXiv.org, revised Aug 2020.
• Michael Greinecker & Christoph Kuzmics, 2019. "Limit Orders under Knightian Uncertainty," Graz Economics Papers 2019-03, University of Graz, Department of Economics.
• L. Ingber, 2020. "Developing bid-ask probabilities for high-frequency trading," Lester Ingber Papers 19db, Lester Ingber.