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Report NEP-MST-2024-05-06
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:
- Jai Pal, 2024, "Long Short-Term Memory Pattern Recognition in Currency Trading," Papers, arXiv.org, number 2403.18839, Feb.
- Cheuk Yin Lee & Shen-Ning Tung & Tai-Ho Wang, 2024, "Growth rate of liquidity provider's wealth in G3Ms," Papers, arXiv.org, number 2403.18177, Mar, revised Sep 2025.
- Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024, "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 32301, Apr.