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Report NEP-FMK-2025-11-03
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:
- Abraham Atsiwo, 2025, "A three-step machine learning approach to predict market bubbles with financial news," Papers, arXiv.org, number 2510.16636, Oct.
- Qionghua Chu, 2025, "ESG Signaling on Wall Street in the AI Era," Papers, arXiv.org, number 2510.15956, Oct.
- Jiaquan Nicholas Chen & Marcel Ausloos, 2025, "A study about who is interested in stock splitting and why: considering companies, shareholders or managers," Papers, arXiv.org, number 2510.15879, Aug.
- Tamoghna Mukherjee, 2025, "Investor Sentiment and Market Movements: A Granger Causality Perspective," Papers, arXiv.org, number 2510.15915, Sep.
- Qing-Yu Lan & Zhan-He Wang & Jun-Qian Jiang & Yu-Tong Wang & Yun-Song Piao, 2025, "News-Aware Direct Reinforcement Trading for Financial Markets," Papers, arXiv.org, number 2510.19173, Oct.
- Yuntao Wu & Lynn Tao & Ing-Haw Cheng & Charles Martineau & Yoshio Nozawa & John Hull & Andreas Veneris, 2025, "Aligning Multilingual News for Stock Return Prediction," Papers, arXiv.org, number 2510.19203, Oct.
- Domenica Mino & Cillian Williamson, 2025, "Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises," Papers, arXiv.org, number 2510.16503, Oct.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2025, "Dollar Funding and Housing Markets: The Role of Non-US Global Banks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-56, Oct.
- Diana Barro & Marco Corazza & Gianni Filograsso, 2025, "Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 21.
- Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo, 2025, "Comparing LLMs for Sentiment Analysis in Financial Market News," Papers, arXiv.org, number 2510.15929, Oct.
- Kefan Chen & Hussain Ahmad & Diksha Goel & Claudia Szabo, 2025, "3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization," Papers, arXiv.org, number 2510.17393, Oct.
- Sina Molavipour & Alireza M. Javid & Cassie Ye & Bjorn Lofdahl & Mikhail Nechaev, 2025, "Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks," Papers, arXiv.org, number 2510.21347, Oct.
- Mr. Rabah Arezki & Patrick A. Imam & Mr. Kangni R Kpodar & Dao Le-Van, 2025, "Earthquakes and Emerging Market Sovereign Bond Spreads," IMF Working Papers, International Monetary Fund, number 2025/218, Oct.
- Peng Liu, 2025, "The local Gaussian correlation networks among return tails in the Chinese stock market," Papers, arXiv.org, number 2510.21165, Oct.
- Brian Godwin Lim & Dominic Dayta & Benedict Ryan Tiu & Renzo Roel Tan & Len Patrick Dominic Garces & Kazushi Ikeda, 2025, "Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange," Papers, arXiv.org, number 2510.15938, Oct.
- Chujun He & Zhonghao Huang & Xiangguo Li & Ye Luo & Kewei Ma & Yuxuan Xiong & Xiaowei Zhang & Mingyang Zhao, 2025, "Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market," Papers, arXiv.org, number 2510.21147, Oct.
- Rajesh ADJ Jeyaprakash & Senthil Arasu Balasubramanian & Vijay Maddikera, 2025, "An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds," Papers, arXiv.org, number 2510.19619, Oct.