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Report NEP-FMK-2025-09-15
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:
- Mateusz Wilinski & Juho Kanniainen, 2025, "Prospects of Imitating Trading Agents in the Stock Market," Papers, arXiv.org, number 2509.00982, Aug.
- Luo, Wenwen & Paczos, Wojtek, 2025, "The Impact of China's Zero-COVID Policy on Stock Returns," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/16, Jul.
- Philippe Bergault & S'ebastien Bieber & Olivier Gu'eant & Wenkai Zhang, 2025, "Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market," Papers, arXiv.org, number 2509.03964, Sep, revised Dec 2025.
- Vassilios Babalos & Geoffrey M. Ngene & Rangan Gupta & Elie Bouri, 2025, "Herding Spillover Effects in US REIT Sectors," Working Papers, University of Pretoria, Department of Economics, number 202531, Sep.
- Sourish Das, 2025, "Predicting Stock Market Crash with Bayesian Generalised Pareto Regression," Papers, arXiv.org, number 2506.17549, Jun.
- Maciej Wysocki, 2025, "Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options," Papers, arXiv.org, number 2508.16598, Aug.
- Igor Halperin, 2025, "Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers," Papers, arXiv.org, number 2509.02941, Sep.
- Ayca Topaloglu-Bozkurt & Tuba Pelin Sumer & Suheyla Ozyildirim, 2025, "Banks’ Cross-Border Borrowing and Currency Shock: Evidence from an Emerging Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2513.
- Jonas Heim & Thomas Nitschka, 2025, "On the carbon premium in Swiss stock returns," Working Papers, Swiss National Bank, number 2025-13.
- Chandradew Sharma, 2025, "Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024," Papers, arXiv.org, number 2509.00697, Aug.
- Paulo Andr'e Lima de Castro, 2025, "AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market," Papers, arXiv.org, number 2508.13429, Aug.