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Report NEP-FMK-2026-03-09
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:
- Szymon Lis & Robert 'Slepaczuk & Pawe{l} Sakowski, 2026, "Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks," Papers, arXiv.org, number 2602.18912, Feb.
- Fausch, Jürg & Frigg, Moreno & Ruenzi, Stefan & Weigert, Florian, 2026, "Machine learning mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-03.
- Weibels, Sebastian, 2026, "Hard to process: Atypical firms and the cross-section of expected stock returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-05.
- Anna Amirdjanova & David Lynch & Anni Zheng, 2026, "Initial Margin for Crypto Currencies Risks in Uncleared Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-009, Feb, DOI: 10.17016/FEDS.2026.009.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
- Murad Farzulla, 2026, "The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets," Papers, arXiv.org, number 2602.07018, Feb, revised Feb 2026.
- Tomas Jankauskas, 2026, "Estimating the Term Structure of Corporate Bond Risk Premia," Liberty Street Economics, Federal Reserve Bank of New York, number 20260224, Feb, DOI: 10.59576/lse.20260224.