Report NEP-FMK-2026-02-02

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:

• Zefeng Chen & Darcy Pu, 2026, "Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns," Papers, arXiv.org, number 2601.11958, Jan.
• Maxwell Block, 2025, "Market Reactions to Material Cybersecurity Incident Disclosures," Papers, arXiv.org, number 2512.06144, Dec.
• Bohan Liang & Zijian Chen & Qi Jia & Kaiwei Zhang & Kaiyuan Ji & Guangtao Zhai, 2025, "PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction," Papers, arXiv.org, number 2601.06088, Dec.
• Varun Narayan Kannan Pillai & Akshay Ajith & Sumesh K J, 2026, "Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies," Papers, arXiv.org, number 2601.19504, Jan.
• Matthew Brigida, 2026, "Crypto Pricing with Hidden Factors," Papers, arXiv.org, number 2601.07664, Jan.
• Habib Badawi & Mohamed Hani & Taufikin Taufikin, 2025, "Who sets the range? Funding mechanics and 4h context in crypto markets," Papers, arXiv.org, number 2601.06084, Dec.
• Janda, Karel & Rozsahegyi, Marketa & Quang Van Tran & Zhang, Binyi, 2025, "The Impact of Machine Learning Derived Green Bonds Sentiment on Performance of Green Bond Portfolio," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335550.
• Hamoon Soleimani, 2025, "An Examination of Bitcoin's Structural Shortcomings as Money: A Synthesis of Economic and Technical Critiques," Papers, arXiv.org, number 2512.07840, Nov.
• Timo Dimitriadis & Yannick Hoga, 2026, "Systemic Risk Surveillance," Papers, arXiv.org, number 2601.08598, Jan.
• Junwei Yang, 2025, "Analysis of Contagion in China's Stock Market: A Hawkes Process Perspective," Papers, arXiv.org, number 2512.08000, Dec.

Report NEP-FMK-2026-02-02

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: