Report NEP-FMK-2026-07-27

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Yang Yu & Martin Fleming & Lucy Hampton & Christophe Combemale & Neil Thompson, 2026, "AI Adoption in S&P 500 Firms," Papers, arXiv.org, number 2607.08920, Jul.
• Sergio A. Correia & Stephan Luck & Emil Verner, 2026, "Bank Runs With and Without Bank Failure," Staff Reports, Federal Reserve Bank of New York, number 1198, Jul, DOI: 10.59576/sr.1198.
• Niklas Humann & Dimitrios Kanelis & Lars H. Kranzmann & Pierre L. Siklos, 2026, "Financial Market Reactions to the Novelty of Information in FOMC Minutes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-54, Jul.
• Useong Shin, 2026, "Anatomy of the Market: A Body-Tail Test of Factor Models," Papers, arXiv.org, number 2606.23596, Jun, revised Jun 2026.
• Veni Arakelia & Guglielmo Maria Caporale & Mirto M. Gasparinatou & Menelaos Karanasos, 2026, "Machine Learning and Liquidity Dynamics in European Stock Markets," CESifo Working Paper Series, CESifo, number 12829.
• Wen-Ting Wang, 2026, "Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulator," Papers, arXiv.org, number 2607.10960, Jul.