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Report NEP-MST-2026-02-23
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:
- Zhuohan Wang & Carmine Ventre, 2026, "DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books," Papers, arXiv.org, number 2602.03776, Feb.
- David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.
- Ewens, Michael & Faber, Jacob W., 2026, "Liquid Claims on Illiquid Assets: The Economics of Retail Access to Private Markets," SocArXiv, Center for Open Science, number 5897u_v1, Feb, DOI: 10.31219/osf.io/5897u_v1.
- Bali, Turan G. & Goyal, Amit & Mörke, Mathis & Weigert, Florian, 2026, "In search of seasonality in intraday and overnight option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-02.