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Report NEP-MST-2025-02-10
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Yusuke Morimoto, 2024. "Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making," Papers 2501.07581, arXiv.org.
- Thibaut Mastrolia & Tianrui Xu, 2025. "Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets," Papers 2501.12591, arXiv.org.
- Jesús Villota, 2025. "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers wp2025_2501, CEMFI.
- Antonio Coppola & Arvind Krishnamurthy & Chenzi Xu, 2025. "Currency Development Through Liquidity Provision," NBER Working Papers 33390, National Bureau of Economic Research, Inc.