Report NEP-FMK-2025-08-18

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:

• Patrick Luo & Enrichetta Ravina & Marco C. Sammon & Luis M. Viceira, 2025. "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," NBER Working Papers 34086, National Bureau of Economic Research, Inc.
• Noam Michelson, 2025. "Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel," Bank of Israel Working Papers 2025.07, Bank of Israel.
• Minghong Yuan & Wen Wen & Indranil Bardhan, 2025. "Does Private Equity Hurt or Improve Healthcare Value? New Evidence and Mechanisms," Papers 2507.14717, arXiv.org.
• Andrew W. Lo & Egor V. Matveyev & Stefan Zeume, 2025. "The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds," NBER Working Papers 34078, National Bureau of Economic Research, Inc.
• Hoyoung Lee & Junhyuk Seo & Suhwan Park & Junhyeong Lee & Wonbin Ahn & Chanyeol Choi & Alejandro Lopez-Lira & Yongjae Lee, 2025. "Your AI, Not Your View: The Bias of LLMs in Investment Analysis," Papers 2507.20957, arXiv.org, revised Aug 2025.
• Xuesong Huang & Todd Keister, 2025. "Can Redemption Fees Prevent Runs on Funds?," Staff Reports 1160, Federal Reserve Bank of New York.
• Isaac Otchere & Zia Mohammed & Witness Simbanegavi, 2025. "Fintech and financial system stability in South Africa," Working Papers 11082, South African Reserve Bank.
• Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025. "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Papers 2507.05552, arXiv.org.
• Antonino Castelli & Paolo Giudici & Alessandro Piergallini, 2025. "Building crypto portfolios with agentic AI," Papers 2507.20468, arXiv.org.
• Matteo Crosignani & Emilio Osambela & Matthew Pritsker, 2025. "Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market," Staff Reports 1161, Federal Reserve Bank of New York.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025. "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers 34009, National Bureau of Economic Research, Inc.