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Report NEP-MST-2024-09-16
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:
- Aditya Nittur Anantha & Shashi Jain, 2024. "Forecasting High Frequency Order Flow Imbalance," Papers 2408.03594, arXiv.org.
- Kim Christensen & Alexei Kolokolov, 2024. "An unbounded intensity model for point processes," Papers 2408.06519, arXiv.org.
- Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2024. "Inefficiencies of Carbon Trading Markets," Papers 2408.06497, arXiv.org, revised Aug 2024.
- Sid Bhatia, 2024. "High-Frequency Options Trading | With Portfolio Optimization," Papers 2408.08866, arXiv.org.