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Report NEP-MST-2025-11-24
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:
- Alain P. Chaboud & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Or Shachar, 2025. "Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market," Staff Reports 1170, Federal Reserve Bank of New York.
- Michael J. Fleming, 2025. "How Has Treasury Market Liquidity Fared in 2025?," Liberty Street Economics 20251112, Federal Reserve Bank of New York.
- Chengqi Zang & Gabriel P. Andrade & Ou{g}uzhan Ersoy, 2025. "Automated Market Making for Goods with Perishable Utility," Papers 2511.16357, arXiv.org.