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Report NEP-FMK-2025-06-30
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:
- Kirilenko, A. & Kraus, W. & Linton, O. B. & Xiao, M., 2025, "ETF (Mis)pricing," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2537, May.
- Daniel Barth & Stacey L. Schreft, 2025, "Black Swans and Financial Stability: A Framework for Building Resilience," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-043, Jun, DOI: 10.17016/FEDS.2025.043.
- Sukru Selim Calik & Andac Akyuz & Zeynep Hilal Kilimci & Kerem Colak, 2025, "Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100," Papers, arXiv.org, number 2506.06345, Jun.
- Dangxing Chen, 2025, "Explaining Risks: Axiomatic Risk Attributions for Financial Models," Papers, arXiv.org, number 2506.06653, Jun.
- Carole Comerton-Forde & Billy Ford & Thierry Foucault & Simon Jurkatis, 2025, "Investors as a liquidity backstop in corporate bond markets," Bank of England working papers, Bank of England, number 1126, May.
- Cascino, Stefano & Széles, Máté & Veenman, David, 2025, "Does CEO inside debt really improve financial reporting quality?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128078, May.
- Martijn Boermans, 2025, "Hedging against inflation: International evidence on investor clientele effects in the bond market," Working Papers, DNB, number 838, Jun.
- Zheng Cao & Wanchaloem Wunkaew & Helyette Geman, 2025, "The Hype Index: an NLP-driven Measure of Market News Attention," Papers, arXiv.org, number 2506.06329, May.
- Mihai Cucuringu & Kang Li & Chao Zhang, 2025, "Forecasting Intraday Volume in Equity Markets with Machine Learning," Papers, arXiv.org, number 2505.08180, May.
- Duy-Minh Dang & Chang Chen, 2025, "Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization," Papers, arXiv.org, number 2505.22121, May, revised Jun 2025.
- Cristian Chica & Yinglong Guo & Gilad Lerman, 2025, "Competition and Collusion in Two-Sided Markets with an Outside Option," Papers, arXiv.org, number 2505.06109, May.
- Tsvetelina Nenova & Andreas Schrimpf & Hyun Song Shin, 2025, "Global portfolio investments and FX derivatives," BIS Working Papers, Bank for International Settlements, number 1273, Jun.
- Eleni Gousgounis & Scott Mixon & Tugkan Tuzun & Clara Vega, 2025, "Market Liquidity in Treasury Futures Market During March 2020," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-038, May, DOI: 10.17016/FEDS.2025.038.