Printed from https://ideas.repec.org/n/nep-mst/2025-03-03.html
Report NEP-MST-2025-03-03
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:
- Robert Czech & Win Monroe, 2025, "Dealers, information and liquidity provision in safe assets," Bank of England working papers, Bank of England, number 1113, Jan.
- Mark Paddrik & Stathis Tompaidis, 2024, "Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets," Working Papers, Office of Financial Research, US Department of the Treasury, number 24-01, Jan.
- Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi, 2023, "Are Short-selling Restrictions Effective?," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-08, Oct.
- Timoth'ee Fabre & Ioane Muni Toke, 2025, "High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process," Papers, arXiv.org, number 2502.04027, Feb.