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Report NEP-MST-2026-01-12
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:
- Dobrislav Dobrev & Joon Kim & Edith X. Liu & Marius del Giudice Rodriguez, 2025, "Order Flow Imbalances and Amplification of Price Movements: Evidence from U.S. Treasury Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-11-03, Nov, DOI: 10.17016/2380-7172.3954.
- Mainak Singha, 2025, "Hidden Order in Trades Predicts the Size of Price Moves," Papers, arXiv.org, number 2512.15720, Dec.
- Yijia Chen, 2025, "The Red Queen's Trap: Limits of Deep Evolution in High-Frequency Trading," Papers, arXiv.org, number 2512.15732, Dec.
- Tingting Ding & Steven F. Lehrer, 2025, "Waiting for the Right Offer: Laboratory Evidence on How News Affects Bargaining," NBER Working Papers, National Bureau of Economic Research, Inc, number 34543, Dec.
- Anthropelos, Michail & Kardaras, Constantinos, 2024, "Price impact under heterogeneous beliefs and restricted participation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121058, Jan.
- Tianyi Ma, 2025, "Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities," Papers, arXiv.org, number 2512.16080, Dec.
- Michele Fabi & Viraj Nadkarni & Leonardo Leone & Matheus X. V. Ferreira, 2025, "Automated Market Making for Energy Sharing," Papers, arXiv.org, number 2512.24432, Dec.