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Report NEP-MST-2025-07-21
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:
- Oleg Sokolinskiy, 2025, "Trading Costs v. Indicative Liquidity in the Off-the-Run Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-049, Jul, DOI: 10.17016/FEDS.2025.049.
- Gao, Can & Han, Brandon Yueyang, 2025, "When no news is good news: Multidimensional heterogeneous beliefs in financial markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 451, DOI: 10.2139/ssrn.5341704.
- Daan Schoemaker & André Lucas & Anne Opschoor, 2025, "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-039/III, Jun.
- Iordanis Angelos Kalaitzoglou, 2025, "Cleaning the carbon market! Market transparency and market efficiency in the EU ETS," Post-Print, HAL, number hal-05133749, May, DOI: 10.1007/s10479-024-06032-2.
- Papastaikoudis, I. & Watson, J. & Lestas, I., 2025, "Misinformation and Market Dynamics: A Cyber-Physical Network Framework for Belief Formation, Consensus, and Welfare Implications," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2546, Jun.