Report NEP-FMK-2026-06-22

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:

• Qianan Wang & Zen Chen, 2026, "Boom, Bubble, or Buildout? A Multi-Method Evaluation of Whether Artificial Intelligence Is in an Ongoing Financial Bubble," Papers, arXiv.org, number 2606.01575, Jun.
• Matteo Aquilina & Peter Cincinelli & Giovanni Urga, 2026, "Asset price bubbles and systemic risk in money market funds," BIS Working Papers, Bank for International Settlements, number 1358, Jun.
• Anneke Kosse & Tara Rice & Fabian Schär & Takeshi Shirakami & Jirapat Siridhasanakul, 2026, "The anatomy of stablecoin transactions," BIS Working Papers, Bank for International Settlements, number 1359, Jun.
• Nicolas Pasquier, 2025, "Competing ecosystems and quality investment," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2026-03, Jun.
• Sung Je Byun & Johnathan Loudis & Lawrence D.W. Schmidt, 2026, "A Tale of Two Market Returns: The Broad Market Factor and The Idiosyncratic Financial Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 35243, May.
• Yong Zhang & Xinxiao Wu & Yunde Jia & Che Sun, 2026, "Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting," Papers, arXiv.org, number 2605.23953, May.
• Muhammad Aldy Hassan & Hokky Situngkir, 2026, "Information Networks of Stock Prices," Papers, arXiv.org, number 2606.07450, Jun.
• Mindy L. Mallory, 2026, "Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets," Papers, arXiv.org, number 2605.29309, May.
• Shuang Chen & Clemens Sialm & David X. Xu, 2026, "The Growth and Performance of Artificial Intelligence in Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 35273, May.
• Kenneth R. Ahern, 2026, "Industrial Concentration, Property Values, and Municipal Bond Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 35228, May.
• Xinzhao Xie & Bopei Nie & Kuo-Ping Chang, 2026, "Stock Investment: The p-index Approach," Papers, arXiv.org, number 2606.08569, Jun.
• Dora Xia & Omar Zulaica, 2026, "Embracing carbon uncertainty in portfolio construction," BIS Working Papers, Bank for International Settlements, number 1362, Jun.
• Andrei Bysik & Robert 'Slepaczuk, 2026, "Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting," Papers, arXiv.org, number 2606.00060, May.
• Aoxin Zhang & Yuhan Cheng & Kwanting Leung, 2026, "Benchmarking Deep Time Series Models for Equity Portfolios," Papers, arXiv.org, number 2606.09420, Jun.
• Oliver Hellum & Theis I. Jensen & Bryan T. Kelly & Semyon Malamud, 2026, "Complex Modern Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 35246, May.
• Xinyue Fang & Robert 'Slepaczuk, 2026, "Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data," Papers, arXiv.org, number 2606.09478, Jun.
• Carlos Baquero, 2026, "Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse," Papers, arXiv.org, number 2606.00071, May.

Report NEP-FMK-2026-06-22

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: