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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. 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:
- Kuok Sin Un & Marcel Ausloos, 2025, "Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior," Papers, arXiv.org, number 2509.10483, Aug.
- Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Quanqing Xu & Chuanhui Yang & Lei Chen, 2025, "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers, arXiv.org, number 2509.10461, Aug, revised Jan 2026.
- Fagereng, Andreas & Gomez, Matthieu & Gouin-Bonenfant, Emilien & Holm, Martin & Moll, Benjamin & Natvik, Gisle, 2025, "Asset-price redistribution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129496, Nov.
- Tommaso Gasparini, 2025, "Imperfect Banking Competition and the Propagation of Uncertainty Shocks," Working papers, Banque de France, number 997.
- Shawn Kimble & Matthew P. Seay, 2025, "Pricing Tail Risks: Bank Equity Returns During the 2023 Bank Stress," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-078, Sep, DOI: 10.17016/FEDS.2025.078.
- Yufei Sun, 2025, "Does Pair Trading Still Work During Extreme Events? A Comprehensive Empirical Evidence from Chinese Stock Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-23.