Report NEP-MST-2023-05-29

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Ziyi Xu & Xue Cheng, 2023. "The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper," Papers 2304.13985, arXiv.org, revised Feb 2024.
• Adamantios Ntakaris & Moncef Gabbouj & Juho Kanniainen, 2023. "Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting," Papers 2304.09840, arXiv.org, revised May 2023.
• Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023. "The foreign exchange market," BIS Working Papers 1094, Bank for International Settlements.
• Sungwoo Kang & Jong-Kook Kim, 2023. "Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis," Papers 2304.14870, arXiv.org, revised Apr 2024.
• Alejandro Bernales & Marcela Valenzuela & Ilknur Zer, 2023. "Effects of Information Overload on Financial Markets: How Much Is Too Much?," International Finance Discussion Papers 1372, Board of Governors of the Federal Reserve System (U.S.).