Report NEP-FMK-2025-11-10

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:

• Jos'e 'Angel Islas Anguiano & Andr'es Garc'ia-Medina, 2025. "Technical Analysis Meets Machine Learning: Bitcoin Evidence," Papers 2511.00665, arXiv.org.
• Sergio A. Correia & Stephan Luck & Emil Verner, 2025. "Supervising Failing Banks," Working Paper 25-10, Federal Reserve Bank of Richmond.
• Yuji Sakurai, 2025. "A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management," IMF Working Papers 2025/225, International Monetary Fund.
• E. Benhamou & JJ. Ohana & B. Guez & E. Setrouk & T. Jacquot, 2025. "Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds," Papers 2510.23201, arXiv.org.
• Francesco Bianchi & Do Q. Lee & Sydney C. Ludvigson & Sai Ma, 2025. "The Prestakes of Stock Market Investing," NBER Working Papers 34420, National Bureau of Economic Research, Inc.
• Aryan Ranjan, 2025. "Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles," Papers 2510.22348, arXiv.org.
• Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025. "ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs," Papers 2510.26228, arXiv.org.
• Juan Cortina & Claudio Raddatz & Sergio Schmukler & Tomas Williams, 2025. "Green versus Conventional Corporate Debt: From Issuances to Emissions," Working Papers 2025-012, The George Washington University, The Center for Economic Research.
• Yudi Yang & Fan Yang & Xiajie Yi & Dongwei He, 2025. "How FinTech affects financial sustainability: Evidence from Chinese commercial banks using a three-stage network DEA-Malmquist model," Papers 2511.02608, arXiv.org.