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Report NEP-MST-2025-07-28
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:
- Andrey Urusov & Rostislav Berezovskiy & Anatoly Krestenko & Andrei Kornilov & Yury Yanovich, 2025, "Dynamic Liquidity Provision in Decentralized Markets: Strategy Optimization and Performance Evaluation in Concentrated Liquidity AMMs," Papers, arXiv.org, number 2505.15338, May, revised Mar 2026.
- Perukrishnen Vytelingum & Rory Baggott & Namid Stillman & Jianfei Zhang & Dingqiu Zhu & Tao Chen & Justin Lyon, 2025, "Agent-based Liquidity Risk Modelling for Financial Markets," Papers, arXiv.org, number 2505.15296, May.
- San Román, Diego, 2025, "Order of Play in Sequential Network Formation," MPRA Paper, University Library of Munich, Germany, number 125309, Jul.
- Alexander Kohlhas & Vladimir Asriyan, 2025, "The Macroeconomics of Data: Scale, Product Choice, and Pricing in the Information Age," Working Papers, Barcelona School of Economics, number 1486, Apr.