Report NEP-MST-2026-09-07

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:

• Patrick Cheridito & Moritz Weiss, 2026, "Multi-Level Market Making with Reinforcement Learning," Papers, arXiv.org, number 2608.18195, Aug.
• Peress, Joël & Schmidt, Daniel Jonas, 2024, "Uncertainty about What's in the Price," CEPR Discussion Papers, Centre for Economic Policy Research, number 19273, Jul.
• Yanzhi Zhang & Yu Ma & Yilin Cheng & Jian Li & Yitong Duan, 2026, "M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics," Papers, arXiv.org, number 2608.19227, Jul.

Report NEP-MST-2026-09-07

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: