Report NEP-MST-2026-08-10

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:

• Umut c{C}etin & Mingwei Lin, 2026, "A Limit Order Market with Uncertain Informed Trading Participation," Papers, arXiv.org, number 2607.04221, Jul.
• Chan Kim & Peter Reinhard Hansen, 2026, "The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures," Papers, arXiv.org, number 2607.09426, Jul, revised Jul 2026.
• Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman & Venkataraman, Kumar, 2025, "Quote Competition in Corporate Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 20205, May.
• Irene Aldridge, 2026, "Liquidity-Based Audit of Algorithmic Trading Strategies," Papers, arXiv.org, number 2606.29018, Jun, revised Aug 2026.
• Omar Inverso & Emilio Tuosto & Dragisa Zunic, 2026, "Fundamental market design as a layer of AI-agent alignment," Papers, arXiv.org, number 2607.09702, Jun.