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Report NEP-FMK-2025-09-01
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:
- Orhan Erdem & Ragavi Pobbathi Ashok, 2025, "Artificial Finance: How AI Thinks About Money," Papers, arXiv.org, number 2507.10933, Jul.
- Paul Glasserman & Kriste Krstovski & Paul Laliberte & Harry Mamaysky, 2025, "Does Overnight News Explain Overnight Returns?," Papers, arXiv.org, number 2507.04481, Jul.
- Guilherme V. Moura & Andr'e P. Santos & Hudson S. Torrent, 2025, "Variable selection for minimum-variance portfolios," Papers, arXiv.org, number 2508.14986, Aug.
- Tianjiao Zhao & Jingrao Lyu & Stokes Jones & Harrison Garber & Stefano Pasquali & Dhagash Mehta, 2025, "AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions," Papers, arXiv.org, number 2508.11152, Aug.
- Can Gao & Brandon Yueyang Han, 2025, "When No News is Good News: Multidimensional Heterogeneous Beliefs in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-61, Jul.
- Rehim Kılıç, 2025, "Linear and nonlinear econometric models against machine learning models: realized volatility prediction," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-061, Aug, DOI: 10.17016/FEDS.2025.061.
- Qizhao Chen, 2025, "Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies," Papers, arXiv.org, number 2508.16378, Aug.
- Theodore Kapopoulos & Dimitrios Anastasiou & Steven Ongena & Athanasios Sakkas, 2025, "Geopolitical Risk and Domestic Bank Deposits," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-64, Jul.
- Ivan Letteri, 2025, "A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books," Papers, arXiv.org, number 2507.14960, Jul.
- Ca' Zorzi, Michele & Manu, Ana-Simona & Lopardo, Gianluigi, 2025, "Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally," Working Paper Series, European Central Bank, number 3093, Aug.
- Biswarup Chakraborty, 2025, "Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy," Papers, arXiv.org, number 2508.03704, Jul.
- Philippe Bacchetta & J. Scott Davis & Eric van Wincoop, 2025, "Dollar Funding Fragility and non-US Global Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-65, Jul.
- Diego Vallarino, 2025, "Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting," Papers, arXiv.org, number 2508.02686, Jul.