Report NEP-FMK-2025-05-19

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:

• Robert Novy-Marx & Mamdouh Medhat, 2025. "Profitability Retrospective: What Have We Learned?," NBER Working Papers 33601, National Bureau of Economic Research, Inc.
• Abhishek Bhardwaj & Abhinav Gupta & Sabrina T. Howell & Kyle Zimmerschied, 2025. "Does Fund Size Affect Private Equity Performance? Evidence from Donation Inflows to Private Universities," NBER Working Papers 33596, National Bureau of Economic Research, Inc.
• Yu Zhang & Zelin Wu & Claudio Tessone, 2025. "Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks," Papers 2504.12771, arXiv.org.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
• Dirk Bezemer & Richard Senner, 2025. "Asset pricing and the Covid-19 deposit glut: an application of Liquidity Preference Theory," Working Papers 2025-05, Swiss National Bank.