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. 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:

• Paige Ehresmann & Juan M. Morelli & Jessie Jiaxu Wang, 2025. "Modeling Bank Stock Returns: A Factor-Based Approach," FEDS Notes 2025-06-06-3, Board of Governors of the Federal Reserve System (U.S.).
• Leonardo Baggiani & Martin Herdegen & Leandro S'anchez-Betancourt, 2025. "Optimal Dynamic Fees in Automated Market Makers," Papers 2506.02869, arXiv.org.
• Junzhe Jiang & Chang Yang & Xinrun Wang & Bo Li, 2025. "Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction," Papers 2506.03153, arXiv.org.
• Jk{e}drzej Maskiewicz & Pawe{l} Sakowski, 2025. "Can Artificial Intelligence Trade the Stock Market?," Papers 2506.04658, arXiv.org.
• Matt Brigida, 2025. "The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns," Papers 2506.03287, arXiv.org, revised Jun 2025.
• Juan Plazuelo Pascual & Carlos Tardon Rubio & Juan Toro Cebada & Angel Hernando Veciana, 2025. "Price Discovery in Cryptocurrency Markets," Papers 2506.08718, arXiv.org.
• Roberto Gomez Cram & Howard Kung & Hanno Lustig & David Zeke, 2025. "Fiscal Redistribution Risk in Treasury Markets," NBER Working Papers 33769, National Bureau of Economic Research, Inc.
• 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 2505.03760, arXiv.org.
• Rui Fan & Alex Nikolsko-Rzhevskyy & Oleksandr Talavera, 2025. "Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions," Discussion Papers 25-02, Department of Economics, University of Birmingham.
• Matt Brigida & Kathleen Maceyka, 2025. "Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis," Papers 2506.03344, arXiv.org.
• 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-05094029, HAL.