Report NEP-FMK-2025-06-09

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:

• Othmane Zarhali & Cecilia Aubrun & Emmanuel Bacry & Jean-Philippe Bouchaud & Jean-Franc{c}ois Muzy, 2025. "Why is the volatility of single stocks so much rougher than that of the S&P500?," Papers 2505.02678, arXiv.org, revised May 2025.
• Jędrzej Maskiewicz & Paweł Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Working Papers 2025-14, Faculty of Economic Sciences, University of Warsaw.
• Nurbanu Bursa, 2025. "Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries," Papers 2506.01945, arXiv.org.
• Rashad Ahmed & Iñaki Aldasoro, 2025. "Stablecoins and safe asset prices," BIS Working Papers 1270, Bank for International Settlements.
• Shanyan Lai, 2025. "Asset Pricing in Pre-trained Transformer," Papers 2505.01575, arXiv.org, revised May 2025.
• Mohammadhossein Rashidi & Mohammad Modarres, 2025. "Predicting the Price of Gold in the Financial Markets Using Hybrid Models," Papers 2505.01402, arXiv.org.
• Frost, Jon & Rochet, Jean-Charles & Shin, Huyn Song & Verdier, Marianne, 2025. "Competing digital monies," TSE Working Papers 25-1644, Toulouse School of Economics (TSE).
• Kendzia, Michael Jan & Diaz de la Rosa, Cyrill & Dela Cruz, Jeremy, 2025. "The Work-Habit Premium: How Daily Routines Predict CEO Remuneration in the S&P 500," IZA Discussion Papers 17929, Institute of Labor Economics (IZA).