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Report NEP-MST-2026-08-17
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:
- Ma, Richie R. & Serra, Teresa & Peterson, Brian G. & Irwin, Scott H., 2026, "One contract, two deals: Electronic trading design of exchange-traded calendar spreads," 3rd ASEAN University Symposium for Sustainable Food Systems, Faculty of Agriculture, Chiang Mai University, Thailand, May 21-22, 2026, Association of Southeast Asian Nations (ASEAN), number 404829, DOI: 10.22004/ag.econ.404829.
- Coppola, Antonio & Krishnamurthy, Arvind & Xu, Chenzi, 2025, "Currency Development Through Liquidity Provision," CEPR Discussion Papers, Centre for Economic Policy Research, number 19894, Jan.
- Ying Chen & Hoa Nguyen & Julian Sester & Hoang Hai Tran & Yijiong Zhang, 2026, "Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making," Papers, arXiv.org, number 2607.08291, Jul.
- Padhyoti, Yadav & Mugera, Amin & White, Benedict, 2026, "Price transmission between Global and Australian wheat markets: A GARCH-based NARDL analysis," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404540, DOI: 10.22004/ag.econ.404540.
- Madarász, Kristóf & Pycia, Marek, 2025, "Cost over Content: Information Choice in Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 19902, Jan.
- Sweeting, Andrew & Tao, Xuezhen & Wang, Qian, 2024, "Output Signaling in Oligopoly," CEPR Discussion Papers, Centre for Economic Policy Research, number 19757, Dec.
- Strine, Joshua & Mallory, Mindy & Foster, Kenneth, 2026, "Shifting Price Discovery in Local Soybean Markets: Evidence from the Trade War Period," 3rd ASEAN University Symposium for Sustainable Food Systems, Faculty of Agriculture, Chiang Mai University, Thailand, May 21-22, 2026, Association of Southeast Asian Nations (ASEAN), number 404813, DOI: 10.22004/ag.econ.404813.
- Whelan, Karl, 2024, "On Estimates of Insider Trading in Sports Betting," CEPR Discussion Papers, Centre for Economic Policy Research, number 19740, Dec.