Report NEP-MST-2020-12-14

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:

• Matthew Brigida, 2020. "Real-Time Detection of Volatility in Liquidity Provision," Papers 2011.10930, arXiv.org.
• Item repec:spo:wpmain:info:hdl:2441/6ummnc8nko827b2luohnctekk7 is not listed on IDEAS anymore

• Xiao-Yang Liu & Hongyang Yang & Qian Chen & Runjia Zhang & Liuqing Yang & Bowen Xiao & Christina Dan Wang, 2020. "FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance," Papers 2011.09607, arXiv.org, revised Mar 2022.
• Michael J. Fleming & Or Shachar & Peter Van Tassel, 2020. "Treasury Market When-Issued Trading Activity," Liberty Street Economics 20201130, Federal Reserve Bank of New York.