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Report NEP-MST-2026-04-27
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:
- Prakul Sunil Hiremath & Vruksha Arun Hiremath, 2026, "Early Detection of Latent Microstructure Regimes in Limit Order Books," Papers, arXiv.org, number 2604.20949, Apr.
- Kim Christensen & Wenjing Liu & Zhi Liu & Yoann Potiron, 2026, "The realized copula of volatility," Papers, arXiv.org, number 2604.15811, Apr, revised Apr 2026.
- Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2026, "Homemade Foreign Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 35095, Apr.
- Spyros Galanis, 2026, "Information Aggregation with AI Agents," Papers, arXiv.org, number 2604.20050, Apr, revised May 2026.
- Antoine Didisheim & Bryan T. Kelly & Mohammad Pourmohammadi & Hanqing Tian, 2026, "The Inefficient Pricing of News," NBER Working Papers, National Bureau of Economic Research, Inc, number 35093, Apr.
- Irene Aldridge & Jolie An & Riley Burke & Michael Cao & Chia-Yi Chien & Kexin Deng & Ruipeng Deng & Yichen Gao & Olivia Guo & Shunran He & Zheng Li & George Lin & Weihang Lin & Percy Lyu & Alex Ng & Q, 2026, "Agentic Artificial Intelligence in Finance: A Comprehensive Survey," Papers, arXiv.org, number 2604.21672, Apr.
- Shumiao Ouyang & Pengfei Sui, 2026, "Dissecting AI Trading: Behavioral Finance and Market Bubbles," Papers, arXiv.org, number 2604.18373, Apr.