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Report NEP-MST-2025-10-13
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:
- Sohaib El Karmi, 2025, "A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow," Papers, arXiv.org, number 2510.08085, Oct.
- Barrow, Daisy, 2025, "How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 92.
- Shuto Endo & Takanobu Mizuta & Isao Yagi, 2025, "Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation," Papers, arXiv.org, number 2509.16912, Sep.
- Qingyuan Han, 2025, "Equity Market Price Changes Are Predictable: A Natural Science Approach," Papers, arXiv.org, number 2510.01542, Oct.
- Althea Sterrett & Austin Adams, 2025, "A Microstructure Analysis of Coupling in CFMMs," Papers, arXiv.org, number 2510.06095, Oct.