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Report NEP-MST-2021-05-10
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.
Other reports in NEP-MST
The following items were announced in this report:
- Fabrizio Lillo, 2021. "Order flow and price formation," Papers 2105.00521, arXiv.org.
- Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021. "(In)efficient repo markets," CEPR Discussion Papers 15782, C.E.P.R. Discussion Papers.
- Gehrig, Thomas & Ritzberger, Klaus, 2021. "Intermediation and Price Volatility," CEPR Discussion Papers 15848, C.E.P.R. Discussion Papers.
- Alessio Brini & Daniele Tantari, 2021. "Deep Reinforcement Trading with Predictable Returns," Papers 2104.14683, arXiv.org, revised May 2023.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2021. "The Homogenous Properties of Automated Market Makers," Papers 2105.02782, arXiv.org.