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/
Market Reactions to Material Cybersecurity Incident Disclosures: Maxwell Block
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February 2, 2026 at 6:54 AM
Market Reactions to Material Cybersecurity Incident Disclosures: Maxwell Block
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns: Darcy Pu
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February 2, 2026 at 5:53 AM
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns: Darcy Pu
Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market: Ali Hosseinzadeh
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January 26, 2026 at 2:00 PM
Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market: Ali Hosseinzadeh
Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector: Takeshi Tsuyuguchi
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January 26, 2026 at 12:58 PM
Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector: Takeshi Tsuyuguchi
Warp speed price moves: Jumps after earnings announcements: Bezirgen Veliyev
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January 26, 2026 at 11:56 AM
Warp speed price moves: Jumps after earnings announcements: Bezirgen Veliyev
XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation: Rajendra Adhikari
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January 26, 2026 at 11:23 AM
XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation: Rajendra Adhikari
Environmental score and bond pricing: it better be good, it better be green: Pianeselli, Daniele
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January 26, 2026 at 10:56 AM
Environmental score and bond pricing: it better be good, it better be green: Pianeselli, Daniele
Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction: Muhammad Imran Khalid
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January 26, 2026 at 9:54 AM
Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction: Muhammad Imran Khalid
A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns: Florentina Şoiman
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January 26, 2026 at 8:53 AM
A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns: Florentina Şoiman
Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance: Chang Liu
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January 26, 2026 at 7:53 AM
Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance: Chang Liu
Robo-Advising in Motion: A Model Predictive Control Approach: Igor Cialenco
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January 26, 2026 at 6:53 AM
Robo-Advising in Motion: A Model Predictive Control Approach: Igor Cialenco
Portfolio Management in the selected Middle East countries: New evidence of Iran-Israel War: Mensi, Walid
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January 24, 2026 at 11:51 AM
Portfolio Management in the selected Middle East countries: New evidence of Iran-Israel War: Mensi, Walid
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint: Rituparna Sen
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January 24, 2026 at 10:51 AM
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint: Rituparna Sen
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management: Carrie Hu
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January 24, 2026 at 9:51 AM
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management: Carrie Hu
Pricing of wrapped Bitcoin and Ethereum on-chain options: Anastasiia Zbandut
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January 24, 2026 at 8:50 AM
Pricing of wrapped Bitcoin and Ethereum on-chain options: Anastasiia Zbandut
GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market: Shijia Wu
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January 24, 2026 at 7:50 AM
GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market: Shijia Wu
Structured Event Representation and Stock Return Predictability: Mingxuan Zheng
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January 24, 2026 at 6:50 AM
Structured Event Representation and Stock Return Predictability: Mingxuan Zheng
Systemic Risk Radar: A Multi-Layer Graph Framework for Early Market Crash Warning: Sandeep Neela
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January 24, 2026 at 5:50 AM
Systemic Risk Radar: A Multi-Layer Graph Framework for Early Market Crash Warning: Sandeep Neela
Generative AI for Analysts: Wu Zhu
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January 24, 2026 at 4:51 AM
Generative AI for Analysts: Wu Zhu
Financializing the Professions: The Rise of Private Equity in Accounting: John M. Barrios
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January 23, 2026 at 8:51 AM
Financializing the Professions: The Rise of Private Equity in Accounting: John M. Barrios
Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach: Shi-Dong Liang
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January 23, 2026 at 7:51 AM
Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach: Shi-Dong Liang
Generative AI-enhanced Sector-based Investment Portfolio Construction: Rafael Mendoza-Arriaga
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January 23, 2026 at 6:51 AM
Generative AI-enhanced Sector-based Investment Portfolio Construction: Rafael Mendoza-Arriaga
Regulatory Considerations Regarding Accelerated Use of AI in Securities Markets: Richard Stobo
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January 23, 2026 at 5:51 AM
Regulatory Considerations Regarding Accelerated Use of AI in Securities Markets: Richard Stobo
Financial Returns to Equity Investments in Infrastructure in Emerging-Market and Developing Economies: Paolo Mauro
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January 23, 2026 at 4:51 AM
Financial Returns to Equity Investments in Infrastructure in Emerging-Market and Developing Economies: Paolo Mauro
The Risk Premia from the European Equity Market: An application of the Three-Pass Estimation Methodology: Irina Trifan
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January 23, 2026 at 3:51 AM
The Risk Premia from the European Equity Market: An application of the Three-Pass Estimation Methodology: Irina Trifan