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Report NEP-FMK-2026-02-16
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:
- Keywan Christian Rasekhschaffe, 2026, "Generative AI for Stock Selection," Papers, arXiv.org, number 2602.00196, Jan.
- Keil, Samuel & Martin, Pascal & Schiereck, Dirk, 2026, "Do Investors Trust in AI Investments of European Companies?," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 159306, Jan.
- Atilla Aras, 2026, "Exact Value Solution to the Equity Premium Puzzle," Papers, arXiv.org, number 2602.11687, Feb, revised Mar 2026.
- Willem THORBECKE, 2026, "Bond-stock Price Comovements: Evidence from the 1960s to the 1990s," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 26011, Feb.
- Hangyi Zhao, 2026, "Insider Purchase Signals in Microcap Equities: Gradient Boosting Detection of Abnormal Returns," Papers, arXiv.org, number 2602.06198, Feb.
- Walid Siala & Ahmed Khanfir & Mike Papadakis, 2026, "Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction," Papers, arXiv.org, number 2602.00086, Jan, revised Mar 2026.
- Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2026, "On- and off-chain demand and supply drivers of Bitcoin price," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2026/01, Jan.
- Marcin Dec, 2026, "Extracting Risk Free Interest Rate Expectations in a Less Liquid Government Bond Markets," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 113.
- Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
- Fernando Broner & Juan Cortina & Sergio Schmukler & Tomas Williams, 2026, "Demand Shocks in Equity Markets and Firm Responses," Working Papers, The George Washington University, The Center for Economic Research, number 2026-002, Feb.
- Sriya Anbil & Alyssa G. Anderson & Benjamin Eyal, 2026, "Bankers’ Banks and their Role in the Federal Funds Market," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-01-30-1, Jan, DOI: 10.17016/2380-7172.3969.
- Ilias Aarab & Thomas Gottron & Andrea Colombo & Jorg Reddig & Annalauro Ianiro, 2026, "Integrating granular data into a multilayer network: an interbank model of the euro area for systemic risk assessment," Papers, arXiv.org, number 2602.10960, Feb.
- Jose J. Canals-Cerda, 2026, "Model Risk Under CECL: A Consumer Finance Perspective," Working Papers, Federal Reserve Bank of Philadelphia, number 26-09, Feb, DOI: 10.21799/frbp.wp.2026.09.