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Report NEP-MST-2023-03-27
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:
- Yutong Lu & Gesine Reinert & Mihai Cucuringu, 2023. "Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets," Papers 2302.09382, arXiv.org, revised May 2024.
- Christian Keller & Michael C. Tseng, 2023. "Arrow-Debreu Meets Kyle: Price Discovery for Derivatives," Papers 2302.13426, arXiv.org, revised Nov 2024.
- Fazl Barez & Paul Bilokon & Arthur Gervais & Nikita Lisitsyn, 2023. "Exploring the Advantages of Transformers for High-Frequency Trading," Papers 2302.13850, arXiv.org.
- Hongbin Li & Lei Li & Hong Ma, 2022. "China’s Skill-Biased Imports," CRC TR 224 Discussion Paper Series crctr224_2022_363, University of Bonn and University of Mannheim, Germany.