NEP-FMK: Financial Markets
@repec-nep-fmk.bsky.social
The latest working papers from RePEc. NEP report FMK (Financial Markets)
https://nep.repec.org/
https://nep.repec.org/
The Prestakes of Stock Market Investing: Francesco Bianchi; Do Q. Lee; Sydney C. Ludvigson; Sai Ma
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November 21, 2025 at 8:45 AM
The Prestakes of Stock Market Investing: Francesco Bianchi; Do Q. Lee; Sydney C. Ludvigson; Sai Ma
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds: E. Benhamou; JJ. Ohana; B. Guez; E. Setrouk; T. Jacquot
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November 21, 2025 at 7:45 AM
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds: E. Benhamou; JJ. Ohana; B. Guez; E. Setrouk; T. Jacquot
A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management
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November 21, 2025 at 6:45 AM
A Quantitative Approach to Central Bank Haircuts and Counterparty Risk Management
Supervising Failing Banks: Sergio A. Correia; Stephan Luck; Emil Verner
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November 21, 2025 at 5:45 AM
Supervising Failing Banks: Sergio A. Correia; Stephan Luck; Emil Verner
Technical Analysis Meets Machine Learning: Bitcoin Evidence: Jos\'e \'Angel Islas Anguiano; Andr\'es Garc\'ia-Medina
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November 21, 2025 at 4:45 AM
Technical Analysis Meets Machine Learning: Bitcoin Evidence: Jos\'e \'Angel Islas Anguiano; Andr\'es Garc\'ia-Medina
An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds: Rajesh ADJ Jeyaprakash; Senthil Arasu Balasubramanian; Vijay Maddikera
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November 10, 2025 at 9:45 PM
An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds: Rajesh ADJ Jeyaprakash; Senthil Arasu Balasubramanian; Vijay Maddikera
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market: Chujun He; Zhonghao Huang; Xiangguo Li; Ye Luo; Kewei Ma; Yuxuan Xiong; Xiaowei Zhang; Mingyang Zhao
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November 10, 2025 at 8:45 PM
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market: Chujun He; Zhonghao Huang; Xiangguo Li; Ye Luo; Kewei Ma; Yuxuan Xiong; Xiaowei Zhang; Mingyang Zhao
Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange: Brian Godwin Lim; Dominic Dayta; Benedict Ryan Tiu; Renzo Roel Tan; Len Patrick Dominic Garces; Kazushi Ikeda
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November 10, 2025 at 7:45 PM
Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange: Brian Godwin Lim; Dominic Dayta; Benedict Ryan Tiu; Renzo Roel Tan; Len Patrick Dominic Garces; Kazushi Ikeda
The local Gaussian correlation networks among return tails in the Chinese stock market
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November 10, 2025 at 6:45 PM
The local Gaussian correlation networks among return tails in the Chinese stock market
Earthquakes and Emerging Market Sovereign Bond Spreads: Mr. Rabah Arezki; Patrick A. Imam; Mr. Kangni R Kpodar; Dao Le-Van
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November 10, 2025 at 5:45 PM
Earthquakes and Emerging Market Sovereign Bond Spreads: Mr. Rabah Arezki; Patrick A. Imam; Mr. Kangni R Kpodar; Dao Le-Van
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks: Sina Molavipour; Alireza M. Javid; Cassie Ye; Bj\"orn L\"ofdahl; Mikhail Nechaev
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November 10, 2025 at 4:45 PM
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks: Sina Molavipour; Alireza M. Javid; Cassie Ye; Bj\"orn L\"ofdahl; Mikhail Nechaev
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization: Kefan Chen; Hussain Ahmad; Diksha Goel; Claudia Szabo
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November 10, 2025 at 3:45 PM
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization: Kefan Chen; Hussain Ahmad; Diksha Goel; Claudia Szabo
Comparing LLMs for Sentiment Analysis in Financial Market News: Lucas Eduardo Pereira Teles; Carlos M. S. Figueiredo
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November 10, 2025 at 2:45 PM
Comparing LLMs for Sentiment Analysis in Financial Market News: Lucas Eduardo Pereira Teles; Carlos M. S. Figueiredo
Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance: Diana Barro; Marco Corazza; Gianni Filograsso
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November 10, 2025 at 1:45 PM
Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance: Diana Barro; Marco Corazza; Gianni Filograsso
Dollar Funding and Housing Markets: The Role of Non-US Global Banks: Torsten Ehlers; Mathias Hoffmann; Alexander Raabe
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November 10, 2025 at 12:45 PM
Dollar Funding and Housing Markets: The Role of Non-US Global Banks: Torsten Ehlers; Mathias Hoffmann; Alexander Raabe
Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises: Domenica Mino; Cillian Williamson
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November 10, 2025 at 11:45 AM
Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises: Domenica Mino; Cillian Williamson
Aligning Multilingual News for Stock Return Prediction: Yuntao Wu; Lynn Tao; Ing-Haw Cheng; Charles Martineau; Yoshio Nozawa; John Hull; Andreas Veneris
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November 10, 2025 at 10:45 AM
Aligning Multilingual News for Stock Return Prediction: Yuntao Wu; Lynn Tao; Ing-Haw Cheng; Charles Martineau; Yoshio Nozawa; John Hull; Andreas Veneris
News-Aware Direct Reinforcement Trading for Financial Markets: Qing-Yu Lan; Zhan-He Wang; Jun-Qian Jiang; Yu-Tong Wang; Yun-Song Piao
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November 10, 2025 at 9:45 AM
News-Aware Direct Reinforcement Trading for Financial Markets: Qing-Yu Lan; Zhan-He Wang; Jun-Qian Jiang; Yu-Tong Wang; Yun-Song Piao
A study about who is interested in stock splitting and why: considering companies, shareholders or managers: Jiaquan Nicholas Chen; Marcel Ausloos
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November 10, 2025 at 7:45 AM
A study about who is interested in stock splitting and why: considering companies, shareholders or managers: Jiaquan Nicholas Chen; Marcel Ausloos
ESG Signaling on Wall Street in the AI Era
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November 10, 2025 at 6:45 AM
ESG Signaling on Wall Street in the AI Era
A three-step machine learning approach to predict market bubbles with financial news
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November 10, 2025 at 5:45 AM
A three-step machine learning approach to predict market bubbles with financial news
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization: Visca Tri Winarty; Sena Safarina
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November 9, 2025 at 12:45 PM
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization: Visca Tri Winarty; Sena Safarina
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction: Tian Guo; Emmanuel Hauptmann
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November 9, 2025 at 11:45 AM
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction: Tian Guo; Emmanuel Hauptmann
Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios: Andreas Fuster; Teodora Paligorova; James Vickery
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November 9, 2025 at 10:45 AM
Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios: Andreas Fuster; Teodora Paligorova; James Vickery
Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics
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November 9, 2025 at 9:45 AM
Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics