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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 2510.08085, arXiv.org.
- Barrow, Daisy, 2025. "How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?," Warwick-Monash Economics Student Papers 92, Warwick Monash Economics Student Papers.
- 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 2509.16912, arXiv.org.
- Qingyuan Han, 2025. "Equity Market Price Changes Are Predictable: A Natural Science Approach," Papers 2510.01542, arXiv.org.
- Althea Sterrett & Austin Adams, 2025. "A Microstructure Analysis of Coupling in CFMMs," Papers 2510.06095, arXiv.org.