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Report NEP-MST-2026-07-13
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:
- Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu, 2026, "Trading Frictions in Dynamic Cap-and-Trade Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35356, Jun.
- Jutta G. Kurth & Zoltan Eisler & Adam Rej & Jean-Philippe Bouchaud, 2026, "Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following," Papers, arXiv.org, number 2607.01550, Jul.
- Escobar, Mariana & Pandolfi, Lorenzo & Pedraza, Alvaro & Williams, Tomas, 2026, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," CEPR Discussion Papers, Centre for Economic Policy Research, number 21526, May.
- Farbod Ghasemlu, 2026, "Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing," Papers, arXiv.org, number 2606.21769, Jun.