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Report NEP-MST-2022-01-17
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:
- Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021. "The geography of investor attention," CFS Working Paper Series 671, Center for Financial Studies (CFS).
- Rama Cont & Mihai Cucuringu & Chao Zhang, 2021. "Cross-Impact of Order Flow Imbalance in Equity Markets," Papers 2112.13213, arXiv.org, revised Jun 2023.
- Kieran Wood & Sven Giegerich & Stephen Roberts & Stefan Zohren, 2021. "Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture," Papers 2112.08534, arXiv.org, revised Nov 2022.