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Report NEP-MST-2025-11-17
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:
- Sergei Glebkin & Semyon Malamud & Alberto Mokak Teguia, 2025, "Benign Granularity in Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-97, Apr.
- Maximiliano Dvorkin & Melanie LeTourneau, 2025, "Navigating in the Dark: Using High-Frequency Private Data to Track the Labor Market," On the Economy, Federal Reserve Bank of St. Louis, number 102071, Nov.
- Dmitrii Vlasiuk & Mikhail Smirnov, 2025, "Push-response anomalies in high-frequency S&P 500 price series," Papers, arXiv.org, number 2511.06177, Nov.
- Andrea Macr`i & Sebastian Jaimungal & Fabrizio Lillo, 2025, "Deep reinforcement learning for optimal trading with partial information," Papers, arXiv.org, number 2511.00190, Oct.
- Peter Yegon & W. Brent Lindquist & Svetlozar T. Rachev, 2025, "Asset Pricing in the Presence of Market Microstructure Noise," Papers, arXiv.org, number 2511.00308, Oct.