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Report NEP-MST-2025-02-17
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:
- Manuel Naviglio & Giacomo Bormetti & Francesco Campigli & German Rodikov & Fabrizio Lillo, 2025. "Why is the estimation of metaorder impact with public market data so challenging?," Papers 2501.17096, arXiv.org.
- Simone Serafini & Giacomo Bormetti, 2025. "Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data," Papers 2501.17490, arXiv.org.
- Tingwei Meng & Moritz Vo{ss} & Nils Detering & Giulio Farolfi & Stanley Osher & Georg Menz, 2025. "In-Context Operator Learning for Linear Propagator Models," Papers 2501.15106, arXiv.org.