Printed from https://ideas.repec.org/n/nep-mst/2024-11-25.html
Report NEP-MST-2024-11-25
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:
- Zijie Zhao & Roy E. Welsch, 2024. "Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution," Papers 2410.14927, arXiv.org.
- Neil A. Chriss, 2024. "Competitive equilibria in trading," Papers 2410.13583, arXiv.org, revised Oct 2024.
- James Albrecht & Xiaoming Cai & Pieter Gautier & Susan Vroman & Pieter A. Gautier, 2024. "Competitive Search with Private Information: Can Price Signal Quality?," CESifo Working Paper Series 11309, CESifo.