Printed from https://ideas.repec.org/n/nep-mst/2025-10-20.html
Report NEP-MST-2025-10-20
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:
- Vladim'ir Hol'y, 2025, "The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis," Papers, arXiv.org, number 2510.09785, Oct.
- Haochuan & Wang, 2025, "Forecasting Liquidity Withdraw with Machine Learning Models," Papers, arXiv.org, number 2509.22985, Sep.
- Philippe van der Beck & Lorenzo Bretscher & Julie Zhiyu Fu, 2025, "A Bound on Price Impact and Disagreement," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-77, Oct.