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Report NEP-MST-2026-05-11
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:
- Lucke, Konrad, 2026, "Transparency and dealer behavior: The case of MiFID II and the bund market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 479.
- Akitoshi Kimura, 2026, "Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots," Papers, arXiv.org, number 2604.23961, Apr.
- Lin William Cong & Guanhao Feng & Jingyu He & Yuanzhi Wang, 2026, "Mosaics of Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35158, Apr.
- Chris Angstmann & Tim Gebbie, 2026, "Non-unique time and market incompleteness," Papers, arXiv.org, number 2604.23608, Apr, revised Apr 2026.
- Maksym Nechepurenko, 2026, "Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets," Papers, arXiv.org, number 2605.02287, May, revised May 2026.