Report NEP-FMK-2025-09-29

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:

• Kuok Sin Un & Marcel Ausloos, 2025. "Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior," Papers 2509.10483, arXiv.org.
• Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Lei Chen, 2025. "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers 2509.10461, arXiv.org.
• Fagereng, Andreas & Gomez, Matthieu & Gouin-Bonenfant, Emilien & Holm, Martin & Moll, Benjamin & Natvik, Gisle, 2025. "Asset-price redistribution," LSE Research Online Documents on Economics 129496, London School of Economics and Political Science, LSE Library.
• Tommaso Gasparini, 2025. "Imperfect Banking Competition and the Propagation of Uncertainty Shocks," Working papers 997, Banque de France.
• Shawn Kimble & Matthew P. Seay, 2025. "Pricing Tail Risks: Bank Equity Returns During the 2023 Bank Stress," Finance and Economics Discussion Series 2025-078, Board of Governors of the Federal Reserve System (U.S.).
• Yufei Sun, 2025. "Does Pair Trading Still Work During Extreme Events? A Comprehensive Empirical Evidence from Chinese Stock Market," Working Papers 2025-23, Faculty of Economic Sciences, University of Warsaw.