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Report NEP-FMK-2025-02-03
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Jingchu Zhang, 2025, "Empirical Study on the Factors Influencing Stock Market Volatility in China," Papers, arXiv.org, number 2501.08668, Jan.
- Manish Jha, 2024, "Do Activists Align with Larger Mutual Funds?," Papers, arXiv.org, number 2411.16553, Nov.
- Abraham Atsiwo & Andrey Sarantsev, 2024, "Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index," Papers, arXiv.org, number 2411.19444, Nov, revised Dec 2024.
- Heng-fu Zou, 2025, "Denationalization of Money and the Rise of Cryptocurrencies," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 735, Jan.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025, "Artificial Intelligence Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33351, Jan.
- Youngsuk Yook, 2025, "A Granular Look into Firms’ Cash Portfolios," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 25-02, Jan.
- Subhasis Dasgupta & Pratik Satpati & Ishika Choudhary & Jaydip Sen, 2024, "Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50," Papers, arXiv.org, number 2412.06794, Nov.
- Jerick Shi & Burton Hollifield, 2024, "Predictive Power of LLMs in Financial Markets," Papers, arXiv.org, number 2411.16569, Nov.
- Mr. Bas B. Bakker, 2025, "Portfolio Inertia and Expected Excess Returns in Currency Markets: Evidence from Advanced Economies," IMF Working Papers, International Monetary Fund, number 2025/011, Jan.
- Jiahao Zhu & Hengzhi Wu, 2024, "Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)," Papers, arXiv.org, number 2411.19649, Nov.
- Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025, "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers, Department of Economics - University of Zurich, number 463, Jan, revised Nov 2025.