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Report NEP-MST-2026-09-28
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:
- Lukas-Benedikt Fiechtner & Jose Blanchet, 2026, "Strategic Index Reconstitution: Differential Games, Closed-Loop Equilibria and Mean-Field Dynamics," Papers, arXiv.org, number 2609.15901, Sep, revised Oct 2026.
- Yuki Nakamura, 2026, "The Privacy Subsidy in Market Microstructure," Papers, arXiv.org, number 2609.10543, Jun.
- Riya Danait & Yuliana Zamora & Ioana Boier, 2026, "Same Book, Different Fills: Partial Identification of FIFO Execution from Aggregate Order Books," Papers, arXiv.org, number 2609.13597, Sep, revised Oct 2026.
- Ayca Kaya & Santanu Roy, 2026, "Price Transparency and Market Screening," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2601, Sep.
- Vincent Meh & Jabir Sandhu & Andreas Uthemann, 2026, "Hedge funds and bond market liquidity dynamics at the onset of the 2026 Middle East conflict," Staff Analytical Papers, Bank of Canada, number 2026-42, Sep, DOI: 10.34989/sap-2026-42.
- Christopher Angstmann & Tim Gebbie, 2026, "Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables," Papers, arXiv.org, number 2609.13715, Sep.