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.

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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 2025-049, Board of Governors of the Federal Reserve System (U.S.).
• Gao, Can & Han, Brandon Yueyang, 2025. "When no news is good news: Multidimensional heterogeneous beliefs in financial markets," SAFE Working Paper Series 451, Leibniz Institute for Financial Research SAFE.
• Daan Schoemaker & André Lucas & Anne Opschoor, 2025. "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers 25-039/III, Tinbergen Institute.
• I. Kalaitzoglou, 2025. "Cleaning the carbon market! Market transparency and market efficiency in the EU ETS," Post-Print hal-05133749, HAL.
• 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 2546, Faculty of Economics, University of Cambridge.