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Report NEP-MST-2025-10-27
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:
- Richard Finlay & Ben Jackman & Dmitry Titkov, 2025, "Back to the Futures: Liquidity in Australian Bond Futures amid Market-moving Events since COVID-19," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2025-07, Oct, DOI: 10.47688/rdp2025-07.
- Maxim Bichuch & Zachary Feinstein, 2025, "The Price of Liquidity: Implied Volatility of Automated Market Maker Fees," Papers, arXiv.org, number 2509.23222, Sep.
- Nahid Rahman & Joseph Al-Chami & Jeremy Clark, 2025, "SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)," Papers, arXiv.org, number 2510.15612, Oct, revised Jan 2026.