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Report NEP-MST-2025-09-15
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:
- Matej Steinbacher & Mitja Steinbacher & Matjaz Steinbacher, 2025. "Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders," Papers 2508.17837, arXiv.org.
- Mateusz Wilinski & Juho Kanniainen, 2025. "Prospects of Imitating Trading Agents in the Stock Market," Papers 2509.00982, arXiv.org.
- Sergio Pulido & Mathieu Rosenbaum & Emmanouil Sfendourakis, 2025. "Understanding the worst-kept secret of high-frequency trading," Post-Print hal-04362236, HAL.
- Matej Steinbacher & Mitja Steinbacher & Matjaz Steinbacher, 2025. "The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges," Papers 2509.01683, arXiv.org.