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Report NEP-MST-2026-02-09
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:
- Julius Graf & Thibaut Mastrolia, 2026, "Learning Market Making with Closing Auctions," Papers, arXiv.org, number 2601.17247, Jan.
- Kim Christensen & Roel Oomen & Mark Podolskij, 2026, "Realised quantile-based estimation of the integrated variance," Papers, arXiv.org, number 2601.13006, Jan.
- Alexander Barzykin, 2026, "Market Making and Transient Impact in Spot FX," Papers, arXiv.org, number 2601.13421, Jan.