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Report NEP-MST-2026-07-20
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:
- Umut c{C}etin & Mingwei Lin & Giulia Livieri, 2026, "When large trades are not (automatically) news: liquidity tail risk and price discovery," Papers, arXiv.org, number 2607.01198, Jul, revised Jul 2026.
- Davide Barone & Fabrizio Lillo, 2026, "Trading in the Sunshine or in the Shade: Market Impact and Adverse Selection on Hyperliquid," Papers, arXiv.org, number 2606.15715, Jun.
- Irene Aldridge, 2026, "Liquidity Premium and Investment Horizons," Papers, arXiv.org, number 2607.01377, Jul.
- Feldhütter, Peter & Lundén, Felix Akilles, 2025, "Which Market Leads Price Discovery? New Conclusions from a New Test," CEPR Discussion Papers, Centre for Economic Policy Research, number 20898, Dec.
- Fohlin, Caroline & MacDonald, Noah, 2025, "Crony Capitalism and Insider Trading: Insights from the Teapot Dome Scandal," CEPR Discussion Papers, Centre for Economic Policy Research, number 20816, Nov.
- Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2026, "The Disappearing Overnight Drift," Liberty Street Economics, Federal Reserve Bank of New York, number 20260701, Jul, DOI: 10.59576/lse.20260701.