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Report NEP-MST-2024-12-23
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:
- Krishna Neupane & Igor Griva, 2024, "A Random Forest approach to detect and identify Unlawful Insider Trading," Papers, arXiv.org, number 2411.13564, Nov.
- Qianggang Ding & Haochen Shi & Jiadong Guo & Bang Liu, 2024, "TradExpert: Revolutionizing Trading with Mixture of Expert LLMs," Papers, arXiv.org, number 2411.00782, Oct, revised May 2025.