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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 2510.09785, arXiv.org.
- Haochuan & Wang, 2025. "Forecasting Liquidity Withdraw with Machine Learning Models," Papers 2509.22985, arXiv.org.
- Philippe van der Beck & Lorenzo Bretscher & Julie Zhiyu Fu, 2025. "A Bound on Price Impact and Disagreement," Swiss Finance Institute Research Paper Series 25-77, Swiss Finance Institute.