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Report NEP-MST-2025-12-15
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:
- Yao Wu, 2025, "Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage," Papers, arXiv.org, number 2511.20606, Nov, revised Nov 2025.
- Brian Ezinwoke & Oliver Rhodes, 2025, "Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks," Papers, arXiv.org, number 2512.05868, Dec.