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Report NEP-MST-2025-05-12
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:
- Pablo D. Azar & Sergio Olivas & Nish Sinha, 2025. "The Price of Processing: Information Frictions and Market Efficiency in DeFi," Staff Reports 1153, Federal Reserve Bank of New York.
- Ran, Ling, 2025. "Blockchain-Integrated AI Strategies for Cross-Border High-Frequency Trading: Optimizing Liquidity and Reducing Transaction Costs," OSF Preprints knz94_v1, Center for Open Science.
- Simon Caspar Zeller & Paul-Niklas Ken Kandora & Daniel Kirste & Niclas Kannengie{ss}er & Steffen Rebennack & Ali Sunyaev, 2025. "Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration," Papers 2504.16542, arXiv.org.
- Toomas Laarits & Jeffrey Wurgler, 2025. "The Research Behavior of Individual Investors," NBER Working Papers 33625, National Bureau of Economic Research, Inc.