Printed from https://ideas.repec.org/n/nep-mst/2021-01-04.html
Report NEP-MST-2021-01-04
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- International Monetary Fund, 2020. "United States: Financial Sector Assessment Program-Technical Note-Supervision of Financial Market Infrastructures, Resilience of Central Counterparties and Innovative Technologies," IMF Staff Country Reports 2020/249, International Monetary Fund.
- Aaron Wray & Matthew Meades & Dave Cliff, 2020. "Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data," Papers 2012.00821, arXiv.org.
- Jurkatis, Simon, 2020. "Inferring trade directions in fast markets," Bank of England working papers 896, Bank of England.