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Report NEP-MST-2026-03-02
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:
- Christian Keller & Michael C. Tseng, 2026, "An Infinite-Dimensional Insider Trading Game," Papers, arXiv.org, number 2602.21125, Feb, revised Mar 2026.
- Sunghun Ko, 2026, "Partially Active Automated Market Makers," Papers, arXiv.org, number 2602.09887, Feb.
- Alimoradian, Behzad & Barigou, Karim & Eyraud-Loisel, Anne, 2025, "Derivatives under Market Impact: Disentangling Cost and Information," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025002, Feb.
- Simon Finster & Paul W. Goldberg & Edwin Lock & Matilde Tullii, 2026, "Decentralized Trading Networks: Equilibria and Fairness," Papers, arXiv.org, number 2602.20868, Feb.
- Joel Hasbrouck & Julian Ma & Fahad Saleh & Caspar Schwarz-Schilling, 2026, "Market Inefficiency in Cryptoasset Markets," Papers, arXiv.org, number 2602.20771, Feb, revised Mar 2026.
- Pieter Nel & Renee van Eyden, 2026, "From News to Noise: Does Media Sentiment Drive Stock Market Volatility?," Working Papers, University of Pretoria, Department of Economics, number 202605, Feb.