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Report NEP-MST-2025-05-05
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:
- Alif Aqsha & Philippe Bergault & Leandro S'anchez-Betancourt, 2025, "Equilibrium Reward for Liquidity Providers in Automated Market Makers," Papers, arXiv.org, number 2503.22502, Mar.
- David Schaurecker & David Wozabal & Nils Lohndorf & Thorsten Staake, 2025, "Maximizing Battery Storage Profits via High-Frequency Intraday Trading," Papers, arXiv.org, number 2504.06932, Apr, revised Aug 2025.
- Chutian Ma & Giacinto Paolo Saggese & Paul Smith, 2025, "The effect of latency on optimal order execution policy," Papers, arXiv.org, number 2504.00846, Apr, revised Apr 2025.
- Darren Shannon & Jin Gong & Barry Sheehan, 2025, "Information Leakages in the Green Bond Market," Papers, arXiv.org, number 2504.03311, Apr.
- Niklas Kroner, 2025, "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-022, Mar.