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Report NEP-MST-2026-03-23
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:
- Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
- Chengqi Zang & Zhenghui Wang & Weitong Zhang, 2026, "A Dynamic Equilibrium Model for Automated Market Makers," Papers, arXiv.org, number 2603.08603, Mar.
- Bernhard K Meister, 2026, "Market Dynamics of Information Avalanches," Papers, arXiv.org, number 2603.00361, Feb.
- Thomas Dulak & Guntram Wolff, 2026, "Greener but thinner? Assessing green bond market liquidit," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 07-2026, Mar.