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 2512.04603, arXiv.org.
- Amit Kumar Jha, 2025. "A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications," Papers 2512.03123, arXiv.org.
- Item repec:ags:nccc24:379009 is not listed on IDEAS anymore
- Juan C. King & Jose M. Amigo, 2025. "Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions," Papers 2512.02036, arXiv.org.
Printed from https://ideas.repec.org/n/nep-mst/2025-12-22.html