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.

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Other reports in NEP-MST

The following items were announced in this report:

• Andrey Urusov & Rostislav Berezovskiy & Anatoly Krestenko & Andrei Kornilov, 2025. "Liquidity provision with $\tau$-reset strategies: a dynamic historical liquidity approach," Papers 2505.15338, arXiv.org.
• Perukrishnen Vytelingum & Rory Baggott & Namid Stillman & Jianfei Zhang & Dingqiu Zhu & Tao Chen & Justin Lyon, 2025. "Agent-based Liquidity Risk Modelling for Financial Markets," Papers 2505.15296, arXiv.org.
• San Román, Diego, 2025. "Order of Play in Sequential Network Formation," MPRA Paper 125309, University Library of Munich, Germany.
• Item repec:bge:wpaper:1486 is not listed on IDEAS anymore