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Report NEP-FMK-2025-06-16
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:
- Lin Li, 2025, "The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence," Post-Print, HAL, number hal-05074264, May, DOI: 10.1111/fima.12505.
- Ali Ozdagli & Dylan Ryfe, 2025, "Asset Manager Commonality and Portfolio Similarity," Working Papers, Federal Reserve Bank of Dallas, number 2515, Apr, revised 04 Jun 2025, DOI: 10.24149/wp2515r1.
- Tiago Pinheiro & Miguel Inverneiro, 2025, "The risk of large losses in credit portfolios," Working Papers, Banco de Portugal, Economics and Research Department, number w202509.
- Ayush Jha & Abootaleb Shirvani & Ali Jaffri & Svetlozar T. Rachev & Frank J. Fabozzi, 2025, "Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios," Papers, arXiv.org, number 2505.24250, May.
- Ahmad Haboub & Aris Kartsaklas & Vasilis Sarafidis, 2025, "Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy," Papers, arXiv.org, number 2506.00206, May.
- Jiang Wang, 2025, "Government Intervention in the Financial Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 33827, May.
- Jiahao Yang & Ran Fang & Ming Zhang & Jun Zhou, 2025, "An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book," Papers, arXiv.org, number 2505.22678, May.
- Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025, "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers, University of Pretoria, Department of Economics, number 202519, May.
- Masoud Ataei, 2025, "Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index," Papers, arXiv.org, number 2505.01543, May.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.