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.

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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 25-97, Swiss Finance Institute.
• Maximiliano Dvorkin & Melanie LeTourneau, 2025. "Navigating in the Dark: Using High-Frequency Private Data to Track the Labor Market," On the Economy 102071, Federal Reserve Bank of St. Louis.
• Dmitrii Vlasiuk & Mikhail Smirnov, 2025. "Push-response anomalies in high-frequency S&P 500 price series," Papers 2511.06177, arXiv.org.
• Andrea Macr`i & Sebastian Jaimungal & Fabrizio Lillo, 2025. "Deep reinforcement learning for optimal trading with partial information," Papers 2511.00190, arXiv.org.
• Peter Yegon & W. Brent Lindquist & Svetlozar T. Rachev, 2025. "Asset Pricing in the Presence of Market Microstructure Noise," Papers 2511.00308, arXiv.org.