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.

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Other reports in NEP-MST

The following items were announced in this report:

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