Report NEP-MST-2025-01-13

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Adamantios Ntakaris & Gbenga Ibikunle, 2024. "Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading," Papers 2412.19372, arXiv.org, revised Dec 2024.
• Alif Aqsha & Fayc{c}al Drissi & Leandro S'anchez-Betancourt, 2024. "Strategic Learning and Trading in Broker-Mediated Markets," Papers 2412.20847, arXiv.org.
• Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag, 2024. "Stealthy Shorts: Informed Liquidity Supply," Swiss Finance Institute Research Paper Series 24-75, Swiss Finance Institute.
• Neil A. Chriss, 2025. "Position building in competition is a game with incomplete information," Papers 2501.01241, arXiv.org.