Report NEP-MST-2025-08-11

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025. "Deep limit order book forecasting: a microstructural guide," LSE Research Online Documents on Economics 128950, London School of Economics and Political Science, LSE Library.
• Patrick Chan & Ronnie Sircar & Iosif Zimbidis, 2025. "Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility," Papers 2507.17162, arXiv.org.
• Papastaikoudis, I. & Watson, J. & Lestas, I., 2025. "Misinformation and Market Dynamics: A Cyber-Physical Network Framework for Belief Formation, Consensus, and Welfare Implications," Janeway Institute Working Papers 2518, Faculty of Economics, University of Cambridge.