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Report NEP-FMK-2025-09-08
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:
- Agrawal, Sonakshi & Liu, Lisa Yao & Rajgopal, Shivaram & Sridharan, Suhas A. & Yan, Yifan & Yohn, Teri Lombardi, 2025, "ESG ratings of ESG index providers," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 363.
- Bingyang Wang & Grant Johnson & Maria Hybinette & Tucker Balch, 2025, "Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering," Papers, arXiv.org, number 2509.01590, Sep.
- Haojie Liu & Zihan Lin & Randall R. Rojas, 2025, "Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500," Papers, arXiv.org, number 2507.09739, Jul.
- Marianne Andries & Maxime Bonelli & David Sraer, 2025, "Financial Advisors and Investors' Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 34130, Aug.
- Valentin Haddad & Tyler Muir, 2025, "Intermediaries and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34146, Aug.
- Wenhao Li & Yiming Ma & Yang Zhao, 2025, "The Passthrough of Treasury Supply to Bank Deposit Funding," NBER Working Papers, National Bureau of Economic Research, Inc, number 34154, Aug.
- Carlo Nicolini & Matteo Manzi & Hugo Delatte, 2025, "skfolio: Portfolio Optimization in Python," Papers, arXiv.org, number 2507.04176, Jul, revised Jul 2025.
- Kuntal K. Das & Mona Yaghoubi, 2025, "Climate Sentiment-Induced Stock Liquidity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 25/12, Sep.
- Shanyan Lai, 2025, "Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models," Papers, arXiv.org, number 2508.19006, Aug.
- Qizhao Chen & Hiroaki Kawashima, 2025, "Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading," Papers, arXiv.org, number 2509.01393, Sep.
- Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Renko and Kagi Charts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-20.
- Gonzalo Ramirez-Carrillo & David Ortiz-Mora & Alex Aguilar-Larrotta, 2025, "Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market," Papers, arXiv.org, number 2509.03712, Sep.