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. Kwang Soo Cheong 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-05074264, HAL.
• Ali Ozdagli & Dylan Ryfe, 2025. "Asset Manager Commonality and Portfolio Similarity," Working Papers 2515, Federal Reserve Bank of Dallas, revised 04 Jun 2025.
• Miguel Inverneiro & Tiago Pinheiro, 2025. "The risk of large losses in credit portfolios," Working Papers w202509, Banco de Portugal, Economics and Research Department.
• 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 2505.24250, arXiv.org.
• Ahmad Haboub & Aris Kartsaklas & Vasilis Sarafidis, 2025. "Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy," Papers 2506.00206, arXiv.org.
• Jiang Wang, 2025. "Government Intervention in the Financial Market," NBER Working Papers 33827, National Bureau of Economic Research, Inc.
• 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 2505.22678, arXiv.org.
• 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 202519, University of Pretoria, Department of Economics.
• Masoud Ataei, 2025. "Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index," Papers 2505.01543, arXiv.org.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025. "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series 11913, CESifo.