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. 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:

• Abraham Atsiwo, 2025. "A three-step machine learning approach to predict market bubbles with financial news," Papers 2510.16636, arXiv.org.
• Qionghua Chu, 2025. "ESG Signaling on Wall Street in the AI Era," Papers 2510.15956, arXiv.org.
• Jiaquan Nicholas Chen & Marcel Ausloos, 2025. "A study about who is interested in stock splitting and why: considering companies, shareholders or managers," Papers 2510.15879, arXiv.org.
• Tamoghna Mukherjee, 2025. "Investor Sentiment and Market Movements: A Granger Causality Perspective," Papers 2510.15915, arXiv.org.
• 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 2510.19173, arXiv.org.
• Yuntao Wu & Lynn Tao & Ing-Haw Cheng & Charles Martineau & Yoshio Nozawa & John Hull & Andreas Veneris, 2025. "Aligning Multilingual News for Stock Return Prediction," Papers 2510.19203, arXiv.org.
• Domenica Mino & Cillian Williamson, 2025. "Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises," Papers 2510.16503, arXiv.org.
• Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2025. "Dollar Funding and Housing Markets: The Role of Non-US Global Banks," CAMA Working Papers 2025-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Diana Barro & Marco Corazza & Gianni Filograsso, 2025. "Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance," Working Papers 2025: 21, Department of Economics, University of Venice "Ca' Foscari".
• Lucas Eduardo Pereira Teles & Carlos M. S. Figueiredo, 2025. "Comparing LLMs for Sentiment Analysis in Financial Market News," Papers 2510.15929, arXiv.org.
• 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 2510.17393, arXiv.org.
• Sina Molavipour & Alireza M. Javid & Cassie Ye & Bjorn Lofdahl & Mikhail Nechaev, 2025. "Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks," Papers 2510.21347, arXiv.org.
• Mr. Rabah Arezki & Patrick A. Imam & Mr. Kangni R Kpodar & Dao Le-Van, 2025. "Earthquakes and Emerging Market Sovereign Bond Spreads," IMF Working Papers 2025/218, International Monetary Fund.
• Peng Liu, 2025. "The local Gaussian correlation networks among return tails in the Chinese stock market," Papers 2510.21165, arXiv.org.
• 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 2510.15938, arXiv.org.
• 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 2510.21147, arXiv.org.
• 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 2510.19619, arXiv.org.