Report NEP-MST-2026-07-27

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:

• Angrisani, Marco & Cipriani, Marco & De Filippis, Roberta & Guarino, Antonio & Kendall, Ryan, 2025, "Trading by Professional Traders: An Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 20456, Jul.
• Luo, Patrick & Ravina, Enrichetta & Sammon, Marco & Viceira, Luis, 2025, "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 20487, Jul.
• Ibrahim Ekren & Evangelos A. Nikitopoulos & Lu Vy, 2026, "Multidimensional stochastic liquidity in Kyle's model of informed trading," Papers, arXiv.org, number 2607.10934, Jul.

Report NEP-MST-2026-07-27

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: