Report NEP-MST-2026-05-18

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Naohiro Yoshida, 2026, "Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum," Papers, arXiv.org, number 2605.00854, Apr.
• Mathias Mesfin, 2026, "Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study," Papers, arXiv.org, number 2605.04004, May.
• Ketan B. Patel, 2026, "Will Central Clearing Change the Market Structure of U.S. Treasury Repo to Become More Standardized and Trade on an All-to-All Basis?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2026-02, Apr, DOI: 10.21033/wp-2026-02.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2026, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," Working Papers, The George Washington University, The Center for Economic Research, number 2026-008, May.