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Report NEP-FMK-2025-06-23
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:
- Paige Ehresmann & Juan M. Morelli & Jessie Jiaxu Wang, 2025, "Modeling Bank Stock Returns: A Factor-Based Approach," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-06-06-3, Jun, DOI: 10.17016/2380-7172.3824.
- Leonardo Baggiani & Martin Herdegen & Leandro S'anchez-Betancourt, 2025, "Optimal Dynamic Fees in Automated Market Makers," Papers, arXiv.org, number 2506.02869, Jun, revised Jun 2025.
- Junzhe Jiang & Chang Yang & Xinrun Wang & Bo Li, 2025, "Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction," Papers, arXiv.org, number 2506.03153, May.
- Jk{e}drzej Maskiewicz & Pawe{l} Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Papers, arXiv.org, number 2506.04658, Jun.
- Matt Brigida, 2025, "The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns," Papers, arXiv.org, number 2506.03287, Jun, revised Jun 2025.
- Juan Plazuelo Pascual & Carlos Tardon Rubio & Juan Toro Cebada & Angel Hernando Veciana, 2025, "Price Discovery in Cryptocurrency Markets," Papers, arXiv.org, number 2506.08718, Jun.
- Roberto Gomez Cram & Howard Kung & Hanno Lustig & David Zeke, 2025, "Fiscal Redistribution Risk in Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 33769, May.
- Arishi Orra & Aryan Bhambu & Himanshu Choudhary & Manoj Thakur & Selvaraju Natarajan, 2025, "Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach," Papers, arXiv.org, number 2505.03760, Apr.
- Rui Fan & Alex Nikolsko-Rzhevskyy & Oleksandr Talavera, 2025, "Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions," Discussion Papers, Department of Economics, University of Birmingham, number 25-02, Mar.
- Matt Brigida & Kathleen Maceyka, 2025, "Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis," Papers, arXiv.org, number 2506.03344, Jun.
- Imad Talhartit & Sanae Ait Jillali & Mounime El Kabbouri, 2025, "Forecasting the Moroccan Stock Market: A Theoretical Approach Integrating Macroeconomic and Sentiment Data through Deep Learning," Post-Print, HAL, number hal-05094029, May, DOI: 10.5281/zenodo.15576354.