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Report NEP-MST-2026-03-16
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:
- Maxime Kawawa-Beaudan & Srijan Sood & Kassiani Papasotiriou & Daniel Borrajo & Manuela Veloso, 2026, "TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure," Papers, arXiv.org, number 2602.23784, Feb.
- Jimmy Risk & Shen-Ning Tung & Tai-Ho Wang, 2026, "Pricing and hedging for liquidity provision in Constant Function Market Making," Papers, arXiv.org, number 2603.01344, Mar.
- Bing Han & Haoyang Liu & Pengfei Sui, 2026, "Social Network and Sentiment Contagion: Evidence from the Bitcoin Market," Working Papers, Federal Reserve Bank of Dallas, number 2605, Mar, DOI: 10.24149/wp2605.
- Carlos Canon & Eddie Gerba & Jozef Barunik, 2026, "When David becomes Goliath: Repo dealer-driven bond mispricing," Papers, arXiv.org, number 2603.10690, Mar.