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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, arXiv.org, number 2505.05113, May, revised May 2025.
- Buschulte, Sonja Lisa, 2025, "Informational Efficiency in the Corporate Bond Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 154753, May.
- Zihao Guo & Hanqing Jin & Jiaqi Kuang & Zhongmin Qian & Jinghan Wang, 2025, "Signature Decomposition Method Applying to Pair Trading," Papers, arXiv.org, number 2505.05332, May, revised Oct 2025.
- 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, Federal Reserve Bank of Kansas City, number RWP 25-03, May.
- Jędrzej Maskiewicz & Paweł Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-14.
- Yandiev Magomet, 2024, "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers, Moscow State University, Faculty of Economics, number 0069, Apr.