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Report NEP-MST-2024-08-12
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:
- Creighton Heaukulani & Abhinav Pandey & Lancelot F. James, 2024. "Modelling financial volume curves with hierarchical Poisson processes," Papers 2406.19402, arXiv.org.