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Report NEP-FMK-2026-01-26
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:
- Tomasz R. Bielecki & Igor Cialenco, 2026, "Robo-Advising in Motion: A Model Predictive Control Approach," Papers, arXiv.org, number 2601.09127, Jan.
- Chang Liu, 2025, "Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance," Papers, arXiv.org, number 2512.06620, Dec.
- Mathis Mourey & Mohamad H Shahrour & Florentina Şoiman, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Post-Print, HAL, number hal-05415054, Oct, DOI: 10.1016/j.frl.2025.108661.
- Sayed Akif Hussain & Chen Qiu-shi & Syed Amer Hussain & Syed Atif Hussain & Asma Komal & Muhammad Imran Khalid, 2026, "Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction," Papers, arXiv.org, number 2601.02878, Jan.
- Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
- Sahaj Raj Malla & Shreeyash Kayastha & Rumi Suwal & Harish Chandra Bhandari & Rajendra Adhikari, 2026, "XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation," Papers, arXiv.org, number 2601.08896, Jan.
- Kim Christensen & Allan Timmermann & Bezirgen Veliyev, 2026, "Warp speed price moves: Jumps after earnings announcements," Papers, arXiv.org, number 2601.08962, Jan, revised Jan 2026.
- Haibo Wang & Takeshi Tsuyuguchi, 2025, "Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector," Papers, arXiv.org, number 2512.06550, Dec.
- Ali Hosseinzadeh, 2025, "Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market," Papers, arXiv.org, number 2512.12054, Dec.