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Report NEP-MST-2026-06-08
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:
- Li, Z. M. & Linton, O. B. & Zhai, Y. & Zhang, H., 2026, "Designing High-Frequency Market Liquidity Measures with Applications to Monetary Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2639, Jan.
- Konrad Ochk{e}dzan & Nino Antulov-Fantulin, 2026, "The Impact of Market Informedness on Market Makers' Profitability," Papers, arXiv.org, number 2606.05882, Jun.
- Robert Boyce & Eyal Neuman, 2026, "Competition in Dealer Markets with Internalisation and Externalisation," Papers, arXiv.org, number 2606.06413, Jun.