Printed from https://ideas.repec.org/n/nep-mst/2024-01-15.html
Report NEP-MST-2024-01-15
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:
- Maochun Xu & Zixun Lan & Zheng Tao & Jiawei Du & Zongao Ye, 2023. "Deep Reinforcement Learning for Quantitative Trading," Papers 2312.15730, arXiv.org.
- Sergei Glebkin & Semyon Malamud & Alberto Teguia, 2023. "Strategic Trading with Wealth Effects," Swiss Finance Institute Research Paper Series 23-116, Swiss Finance Institute.
- Christoph Kuhn & Christopher Lorenz, 2023. "Insider trading in discrete time Kyle games," Papers 2312.00904, arXiv.org, revised Jul 2024.
- Wladimir Ostrovsky, 2023. "Dealer Strategies in Agent-Based Models," Papers 2312.05943, arXiv.org.