Report NEP-FMK-2025-10-13

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:

• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2025. "Bond-Stock Comovements," NBER Working Papers 34323, National Bureau of Economic Research, Inc.
• Ava C. Blake & Nivika A. Gandhi & Anurag R. Jakkula, 2025. "Improving S&P 500 Volatility Forecasting through Regime-Switching Methods," Papers 2510.03236, arXiv.org.
• Qingyuan Han, 2025. "Equity Market Price Changes Are Predictable: A Natural Science Approach," Papers 2510.01542, arXiv.org.
• Sid Ghatak & Arman Khaledian & Navid Parvini & Nariman Khaledian, 2025. "Increase Alpha: Performance and Risk of an AI-Driven Trading Framework," Papers 2509.16707, arXiv.org, revised Oct 2025.
• Yanran Wu & Xinlei Zhang & Quanyi Xu & Qianxin Yang & Chao Zhang, 2025. "Predicting Credit Spreads and Ratings with Machine Learning: The Role of Non-Financial Data," Papers 2509.19042, arXiv.org.
• Lokesh Antony Kadiyala & Amir Mirzaeinia, 2025. "Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs," Papers 2510.01203, arXiv.org.
• Georgy Milyushkov, 2025. "Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?," Papers 2510.01446, arXiv.org.
• Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
• Barrow, Daisy, 2025. "How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?," Warwick-Monash Economics Student Papers 92, Warwick Monash Economics Student Papers.
• Aadi Singhi, 2025. "An Adaptive Multi Agent Bitcoin Trading System," Papers 2510.08068, arXiv.org, revised Nov 2025.
• Pankaj K Agarwal & H K Pradhan & Konark Saxena, 2025. "Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India," Papers 2510.02741, arXiv.org.