Report NEP-MST-2020-11-23

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:

• Ivan Jericevich & Patrick Chang & Tim Gebbie, 2020. "Comparing the market microstructure between two South African exchanges," Papers 2011.04367, arXiv.org.
• Haeringer, Guillaume & Melton, Hayden, 2020. "High Frequency Fairness," MPRA Paper 103907, University Library of Munich, Germany.
• Tadeu A. Ferreira, 2020. "Reinforced Deep Markov Models With Applications in Automatic Trading," Papers 2011.04391, arXiv.org.
• Brünner, Tobias & Levinsky, Rene, 2020. "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224618, Verein für Socialpolitik / German Economic Association.