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Report NEP-MST-2021-07-19
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:
- Sebastian M. Krause & Edgar Jungblut & Thomas Guhr, 2021. "Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field," Papers 2106.11691, arXiv.org, revised Oct 2022.
- Wei Dai & Yuan An & Wen Long, 2021. "Price change prediction of ultra high frequency financial data based on temporal convolutional network," Papers 2107.00261, arXiv.org.
- Weber, Daniel, 2021. "Exploring markets: Magic the gathering - a trading card game," IU Discussion Papers - Business & Management 3/2021, IU International University of Applied Sciences.
- Zijian Shi & John Cartlidge, 2021. "The Limit Order Book Recreation Model (LOBRM): An Extended Analysis," Papers 2107.00534, arXiv.org.