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Report NEP-MST-2025-07-14
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:
- John Heilbron & Stathis Tompaidis, 2025, "The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress," Working Papers, Office of Financial Research, US Department of the Treasury, number 25-03, Jul.
- Gara Afonso & Marco Cipriani & JC Martinez & Matthew Plosser, 2025, "Reserves and Where to Find Them," Liberty Street Economics, Federal Reserve Bank of New York, number 20250623, Jun.
- Inga Ivanova & Grzegorz Rzadkowski, 2025, "Mechanisms of information communication and market price movements. The case of SP 500 market," Papers, arXiv.org, number 2505.09625, Apr.
- Francesca Molinari & Yiqi Liu, 2025, "Inference for an algorithmic fairness-accuracy frontier," CeMMAP working papers, Institute for Fiscal Studies, number 13/25, Jul, DOI: 10.47004/wp.cem.2025.1325.