Report NEP-MST-2025-06-09

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:

• Alex Nezlobin & Martin Tassy, 2025. "Loss-Versus-Rebalancing under Deterministic and Generalized block-times," Papers 2505.05113, arXiv.org, revised May 2025.
• Buschulte, Sonja Lisa, 2025. "Informational Efficiency in the Corporate Bond Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154753, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Zihao Guo & Hanqing Jin & Jiaqi Kuang & Zhongmin Qian & Jinghan Wang, 2025. "Signature Decomposition Method Applying to Pair Trading," Papers 2505.05332, arXiv.org.
• Phillip An & Karlye Dilts Stedman & Amaze Lusompa, 2025. "How High Does High Frequency Need to Be? A Comparison of Daily and Intradaily Monetary Policy Surprises," Research Working Paper RWP 25-03, Federal Reserve Bank of Kansas City.
• Jędrzej Maskiewicz & Paweł Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Working Papers 2025-14, Faculty of Economic Sciences, University of Warsaw.
• Yandiev Magomet, 2024. "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers 0069, Moscow State University, Faculty of Economics.