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Report NEP-MST-2025-10-06
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:
- Dalgic, Husnu C., 2025. "When is Liquidity Bad?," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325452, Verein für Socialpolitik / German Economic Association.
- Agarwal, Vikas & Ghosh, Pulak & Prabhala, Nagpurnanand R. & Zhao, Haibei, 2025. "Animal spirits on steroids: Evidence from retail options trading in India," CFR Working Papers 25-09, University of Cologne, Centre for Financial Research (CFR).
- Cecilia Aubrun & Rudy Morel & Michael Benzaquen & Jean-Philippe Bouchaud, 2025. "Riding Wavelets: A Method to Discover New Classes of Financial Price Jumps," Post-Print hal-04735506, HAL.
- Wiechers, Lukas, 2025. "A Realtime Analysis of Fundamentals and Bubbles in the S&P 500," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325420, Verein für Socialpolitik / German Economic Association.