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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. 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:
- Gita Gopinath & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2025, "Sovereign vs. Corporate Debt and Default: More Similar than You Think," CESifo Working Paper Series, CESifo, number 11799.
- Isabella Loaiza & Roberto Rigobon, 2025, "The Limits of AI in Financial Services," Papers, arXiv.org, number 2503.22035, Mar.
- Antonio Ciccone & Felix Rusche, 2025, "Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media," CESifo Working Paper Series, CESifo, number 11793.
- 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, arXiv.org, number 2504.03311, Apr.
- Victor Olkhov, 2025, "Market-Based Portfolio Variance," Papers, arXiv.org, number 2504.07929, Apr, revised Jul 2025.
- Dzemski, Andreas & Farago, Adam & Hjalmarsson, Erik & Kiss, Tamas, 2025, "Long-Run Stock Return Distributions: Empirical Inference and Uncertainty," Working Papers in Economics, University of Gothenburg, Department of Economics, number 853, Apr.
- Niklas Kroner, 2025, "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-022, Mar.
- Anindya Sarkar & G. Vadivu, 2025, "An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model," Papers, arXiv.org, number 2503.22192, Mar.
- 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, European Central Bank, number 3050, Apr.
- 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, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-601, Nov, revised Apr 2025.
- Dhrubajyoti Ghosh, 2025, "Polyspectral Mean based Time Series Clustering of Indian Stock Market," Papers, arXiv.org, number 2504.07021, Apr.