Report NEP-FMK-2025-05-05

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Gita Gopinath & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2025. "Sovereign vs. Corporate Debt and Default: More Similar than You Think," CESifo Working Paper Series 11799, CESifo.
• Isabella Loaiza & Roberto Rigobon, 2025. "The Limits of AI in Financial Services," Papers 2503.22035, arXiv.org.
• Antonio Ciccone & Felix Rusche, 2025. "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CESifo Working Paper Series 11793, CESifo.
• Item repec:osf:socarx:2dazg_v2 is not listed on IDEAS anymore

• Darren Shannon & Jin Gong & Barry Sheehan, 2025. "Information Leakages in the Green Bond Market," Papers 2504.03311, arXiv.org.
• Victor Olkhov, 2025. "Market-Based Portfolio Selection," Papers 2504.07929, arXiv.org.
• Dzemski, Andreas & Farago, Adam & Hjalmarsson, Erik & Kiss, Tamas, 2025. "Long-Run Stock Return Distributions: Empirical Inference and Uncertainty," Working Papers in Economics 853, University of Gothenburg, Department of Economics.
• Niklas Kroner, 2025. "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series 2025-022, Board of Governors of the Federal Reserve System (U.S.).
• Anindya Sarkar & G. Vadivu, 2025. "An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model," Papers 2503.22192, arXiv.org.
• Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025. "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series 3050, European Central Bank.
• Zhenwei Lin & Masafumi Nakano & Akihiko Takahashi, 2024. "sentiment analysis, text mining, large language models, natural language processing, ChatGPT, Japanese stock market, TOPIX 500, Nikkei 225, investment, alpha creation, risk-adjusted returns," CARF F-Series CARF-F-601, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Apr 2025.
• Dhrubajyoti Ghosh, 2025. "Polyspectral Mean based Time Series Clustering of Indian Stock Market," Papers 2504.07021, arXiv.org.