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Report NEP-MST-2024-04-22
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:
- Antonio Briola & Silvia Bartolucci & Tomaso Aste, 2024. "Deep Limit Order Book Forecasting," Papers 2403.09267, arXiv.org, revised Jun 2024.
- Hafner, C. M. & Linton, O. B. & Wang, L., 2024. "The Effect of Stock Splits on Liquidity in a Dynamic Model," Janeway Institute Working Papers 2404, Faculty of Economics, University of Cambridge.
- Thanos Konstantinidis & Giorgos Iacovides & Mingxue Xu & Tony G. Constantinides & Danilo Mandic, 2024. "FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications," Papers 2403.12285, arXiv.org.