Report NEP-MST-2025-03-03
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:
- Czech, Robert & Monroe, Win, 2025. "Dealers, information and liquidity provision in safe assets," Bank of England working papers 1113, Bank of England.
- Mark Paddrik & Stathis Tompaidis, 2024. "Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets," Working Papers 24-01, Office of Financial Research, US Department of the Treasury.
- Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi, 2023. "Are Short-selling Restrictions Effective?," Working Papers 23-08, Office of Financial Research, US Department of the Treasury.
- Timoth'ee Fabre & Ioane Muni Toke, 2025. "High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process," Papers 2502.04027, arXiv.org.