Report NEP-FMK-2025-02-03

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong 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:

• Jingchu Zhang, 2025. "Empirical Study on the Factors Influencing Stock Market Volatility in China," Papers 2501.08668, arXiv.org.
• Manish Jha, 2024. "Do Activists Align with Larger Mutual Funds?," Papers 2411.16553, arXiv.org.
• Abraham Atsiwo & Andrey Sarantsev, 2024. "Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index," Papers 2411.19444, arXiv.org, revised Dec 2024.
• Heng-fu Zou, 2025. "Denationalization of Money and the Rise of Cryptocurrencies," CEMA Working Papers 735, China Economics and Management Academy, Central University of Finance and Economics.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025. "Artificial Intelligence Asset Pricing Models," NBER Working Papers 33351, National Bureau of Economic Research, Inc.
• Youngsuk Yook, 2025. "A Granular Look into Firms’ Cash Portfolios," Working Papers 25-02, Center for Economic Studies, U.S. Census Bureau.
• Subhasis Dasgupta & Pratik Satpati & Ishika Choudhary & Jaydip Sen, 2024. "Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50," Papers 2412.06794, arXiv.org.
• Jerick Shi & Burton Hollifield, 2024. "Predictive Power of LLMs in Financial Markets," Papers 2411.16569, arXiv.org.
• Mr. Bas B. Bakker, 2025. "Portfolio Inertia and Expected Excess Returns in Currency Markets: Evidence from Advanced Economies," IMF Working Papers 2025/011, International Monetary Fund.
• Jiahao Zhu & Hengzhi Wu, 2024. "Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)," Papers 2411.19649, arXiv.org.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025. "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers 463, Department of Economics - University of Zurich.