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Report NEP-MST-2025-12-22
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:
- Alexander Barzykin & Robert Boyce & Eyal Neuman, 2025, "FX Market Making with Internal Liquidity," Papers, arXiv.org, number 2512.04603, Dec.
- Amit Kumar Jha, 2025, "A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications," Papers, arXiv.org, number 2512.03123, Dec.
- Li, Zhouxin & Wang, Zhiguang & Diersen, Matthew, 2024, "Do Agricultural Commodity Price Spikes Always Stem from News?," 2024 Conference, April 22-23, 2024, St. Louis, Missouri, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 379009, DOI: 10.22004/ag.econ.379009.
- Juan C. King & Jose M. Amigo, 2025, "Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions," Papers, arXiv.org, number 2512.02036, Nov.