Printed from https://ideas.repec.org/n/nep-fmk/2026-08-24.html
Report NEP-FMK-2026-08-24
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:
- Peter Boswijk & Cees Diks & Simon Trimborn & Matteo Valle, 2026, "Environmental Regulatory Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-044/III, Jul.
- Jaesung Kim & Changhee Cho & Jae Woo Lee, 2026, "Universality and Heterogeneity of Stylized Facts in Cryptocurrency and Equity Markets," Papers, arXiv.org, number 2608.10852, Aug, revised Sep 2026.
- Sebastian M. Peters & Jürgen Huber & Michael Kirchler, 2026, "Drivers of Green Investments. Evidence from Professional Investors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2026-07, Jul.
- Henry Han, 2026, "Governing Agentic AI in FinTech," Papers, arXiv.org, number 2608.11344, Aug, revised Sep 2026.
- Muhammad Abdullah Haroon, 2026, "Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features," Papers, arXiv.org, number 2607.23370, Jul.
- Alberto Acedo, 2026, "The Triadic Stress Index in Financial Markets," Papers, arXiv.org, number 2608.10788, Aug.
- Alireza Kargarzadeh & Nariman Khaledian & Navid Parvini & Sid Ghatak & Arman Khaledian, 2026, "Buy the Rumor, Sell the News: When Is News Priced In?," Papers, arXiv.org, number 2608.14014, Aug.
- Danny Auger & Adrian Walton, 2026, "Central Clearing in Repo Markets: Do the Benefits Extend to Non-Dealers?," Staff Analytical Papers, Bank of Canada, number 2026-31, Jun, DOI: 10.34989/sap-2026-31.
- Divyanee Garg, 2026, "Portfolio Optimization under Dynamic Rebalancing via Topological Data Analysis and News Sentiments," Papers, arXiv.org, number 2607.21170, Jul.
- Alireza Kargarzadeh & Nariman Khaledian & Navid Parvini & Arman Khaledian, 2026, "Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals," Papers, arXiv.org, number 2608.12283, Aug.
- Julia Ko'nczal & Rafa{l} Po{l}ocza'nski, 2026, "Anomaly detection in European cryptocurrency exchange-traded products," Papers, arXiv.org, number 2608.09576, Aug.
- Ayelen Banegas & Lucas Devigne & Mulalo Mamburu & Kleopatra Nikolaou & Anna Samarina & Fabio Tamburrini, 2026, "Government bond-backed repo markets: between resilience and vulnerability," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-057, Aug, DOI: 10.17016/FEDS.2026.057.
- Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2026, "Credit Card Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 35607, Aug.
- Jean-Sébastien Fontaine & Vincent Meh & Jayden Plener, 2026, "The Boundaries of Bank Funding: The Case of Canadian Cash ETFs," Staff Analytical Papers, Bank of Canada, number 2026-32, Jul, DOI: 10.34989/sap-2026-32.
- Petr Jakubik & Matej Korinek & Saida Teleu, 2026, "Global Financial Cycles, Portfolio Frictions, and Bank Profitability: Evidence from Small Open Economies," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/23, Aug, revised Aug 2026.
- Jiahao Weng, 2026, "Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion," Papers, arXiv.org, number 2607.27063, Jul.