Start Of Trading The First Public Sector Company In EGX From Over 10 Years
MOPCO company on Wednesday 7 September will start trading as the first public company listed and traded on The Egyptian Exchange (EGX) from over than 10 years. Dr. Mohammad Omran, EGX Chairman...
View ArticleNon-Jordanian Investment At The Amman Stock Exchange During August 2016
The total value of shares that were bought by non-Jordanian investors at the Amman Stock Exchange (ASE) since the beginning of the year until the end of August 2016 was JD372.4 million, representing...
View ArticleDuring His Participation In The "Global Dialogue Of Stock...
Dr. Mohammad Omran, The Egyptian Exchange (EGX) Chairman left to Singapore invited by the United Nations Sustainable Stock Exchanges initiative to participate in "The Global Dialogue For Stock Markets"...
View ArticleMoscow Exchange To Expand Derivatives Market Liquidity Support Programme
Moscow Exchange is making changes to the liquidity support programme for its Derivatives Market from 1 September 2016 by adding options on Brent crude futures.read more...
View ArticleEmotional Judges and Unlucky Juveniles -- by Ozkan Eren, Naci Mocan
Employing the universe of juvenile court decisions in a U.S. state between 1996 and 2012, we analyze the effects of emotional shocks associated with unexpected outcomes of football games played by a...
View ArticleSubstance Abuse Treatment Centers and Local Crime -- by Samuel R. Bondurant,...
In this paper we estimate the effects of expanding access to substance-abuse treatment on local crime. We do so using an identification strategy that leverages variation driven by...
View ArticleThe Welfare Cost of Retirement Uncertainty -- by Frank N. Caliendo, Maria...
Uncertainty about the timing of retirement is a major financial risk with implications for decision making and welfare over the life cycle. Our conservative estimates of the standard deviation of the...
View ArticleInformal Labor and the Efficiency Cost of Social Programs: Evidence from the...
It is widely believed that the presence of a large informal sector increases the efficiency cost of social programs - transfer and social insurance programs - in developing countries. We evaluate such...
View ArticleWomen Working Longer: Facts and Some Explanations -- by Claudia Goldin,...
American women are working more, through their sixties and even into their seventies. Their increased participation at older ages started in the late 1980s before the turnaround in older men's labor...
View ArticleS+T AG And Leifheit AG To Be Included In Selection Indices Of Deutsche...
On Monday, Deutsche Börse announced changes to its selection indices, which will become effective on 19 September 2016. The shares of S+T AG will be included in the TecDAX index and will replace the...
View ArticleNon-Gaussian analytic option pricing: a closed formula for the L\'evy-stable...
We establish an explicit pricing formula for a class of non-Gaussian models (the Levy-stable, or Log-Levy model with finite moments and stability parameter between 1 and 2) allowing a straightforward...
View ArticleMultivariate Mixed Tempered Stable Distribution. (arXiv:1609.00926v1 [q-fin.ST])
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting...
View ArticleDetermining Optimal Stop-Loss Thresholds via Bayesian Analysis of Drawdown...
Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the level of the stops is...
View ArticleOption-Based Pricing of Wrong Way Risk for CVA. (arXiv:1609.00819v1 [q-fin.PR])
The two main issues for managing wrong way risk (WWR) for the credit valuation adjustment (CVA, i.e. WW-CVA) are calibration and hedging. Hence we start from a novel model-free worst-case approach...
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Plato Partnership Enters Cooperation Agreement With Turquoise
Plato Partnership, a not-for-profit industry group of buy and sell-side firms who are collaborating to bring creative solutions and efficiencies to today’s complex equity marketplace, is pleased to...
View ArticleNZX August 2016 Shareholder Metrics - Amended
Please find the August 2016 shareholder metrics attached.read more...
View ArticleBNP Paribas Investment Partners Goes Live With Commcise Global Commission...
Commcise, the provider of award-winning Integrated Commission Management Solutions for investment management firms, is pleased to announce that BNP Paribas Investment Partners has implemented...
View ArticleBSE: Revision Of Scrips In Trade To Trade Segment
This has reference to the procedure laid down under Exchange Notice No. 20140625-44 dated June 25, 2014, for moving in / out of trade to trade. The Stock Exchange with a view to take preventive...
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