Report NEP-MST-2025-02-24

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:

• Alicia Vidler & Toby Walsh, 2024, "Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics," Papers, arXiv.org, number 2501.16331, Dec.
• Masaaki Fukasawa & Basile Maire & Marcus Wunsch, 2025, "Liquidity provision of utility indifference type in decentralized exchanges," Papers, arXiv.org, number 2502.01931, Feb.
• Cuñat, Vicente & Xu, Moqi, 2025, "Timing complex news to target attention," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122380, Sep.

Report NEP-MST-2025-02-24

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: