Report NEP-MST-2025-01-20

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.

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Other reports in NEP-MST

The following items were announced in this report:

• Guanlin Li & Xiyan Chen & Yingzheng Liu, 2025. "High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads," Papers 2501.03171, arXiv.org.
• Emilio Barucci & Adrien Mathieu & Leandro S'anchez-Betancourt, 2025. "Market Making with Fads, Informed, and Uninformed Traders," Papers 2501.03658, arXiv.org.
• Smolinski, Pawel Robert & Januszewicz, Joseph & Winiarski, Jacek & Pawłowska, Barbara, 2024. "Who Is Winning The Market Game? Market Importance-Performance Analysis As A New Approach For Multi-Product Market Research," OSF Preprints xa5mh, Center for Open Science.
• Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2024. "The drivers and implications of retail margin trading," LSE Research Online Documents on Economics 126110, London School of Economics and Political Science, LSE Library.