Report NEP-MST-2024-01-29

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:

• Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom, 2023. "The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave," LSE Research Online Documents on Economics 119989, London School of Economics and Political Science, LSE Library.
• Raffaele Giuseppe Cestari & Filippo Barchi & Riccardo Busetto & Daniele Marazzina & Simone Formentin, 2023. "Hawkes-based cryptocurrency forecasting via Limit Order Book data," Papers 2312.16190, arXiv.org.
• Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023. "Foreign investor feedback trading in an emerging financial market," BIS Working Papers 1154, Bank for International Settlements.
• Mingxuan He, 2023. "Deep Learning for Dynamic NFT Valuation," Papers 2312.05346, arXiv.org.