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, London School of Economics and Political Science, LSE Library, number 128950, Jul.
• Patrick Chan & Ronnie Sircar & Iosif Zimbidis, 2025, "Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility," Papers, arXiv.org, number 2507.17162, Jul.
• Item repec:cam:camjip:2518 is not listed on IDEAS anymore

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-MST

The following items were announced in this report: