Printed from https://ideas.repec.org/n/nep-mst/2025-02-17.html
Report NEP-MST-2025-02-17
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:
- Manuel Naviglio & Giacomo Bormetti & Francesco Campigli & German Rodikov & Fabrizio Lillo, 2025, "Why is the estimation of metaorder impact with public market data so challenging?," Papers, arXiv.org, number 2501.17096, Jan, revised Dec 2025.
- Simone Serafini & Giacomo Bormetti, 2025, "Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data," Papers, arXiv.org, number 2501.17490, Jan, revised May 2025.
- Tingwei Meng & Moritz Vo{ss} & Nils Detering & Giulio Farolfi & Stanley Osher & Georg Menz, 2025, "Solving Optimal Execution Problems via In-Context Operator Networks," Papers, arXiv.org, number 2501.15106, Jan, revised Feb 2026.