Cross-response in correlated financial markets: individual stocks....
Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the...
View ArticleBig is Fragile: An Attempt at Theorizing Scale. (arXiv:1603.01416v1 [q-fin.EC])
In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily...
View ArticleLatent class analyisis for reliable measure of inflation expectation in the...
The main aim of this paper is to inspect the properties of survey based on households inflation expectations, conducted by Reserve Bank of India. It is theorized that the respondents answers are...
View ArticleHong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling...
We utilize a fundamentally different model of trading costs to look at the effect of the opening of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities, arguably the biggest...
View ArticleDynamic Adaptive Mixture Models. (arXiv:1603.01308v1 [stat.ME])
In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data....
View ArticleOption spanning beyond $L_p$-models. (arXiv:1603.01288v1 [q-fin.MF])
\begin{abstract} The aim of this paper is to study the spanning power of options in a static financial market that allows non-integrable assets. Our findings extend and unify the results in [8,9,18]...
View ArticleCME Group And Thomson Reuters Announce China Construction Bank As First...
CME Group, the world's leading and most diverse derivatives marketplace, and Thomson Reuters today announced that China Construction Bank Corporation (CCB) will participate as a new member to the LBMA...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Falls In...
Consumer sentiment rose slightly in January as consumers’ willingness to purchase big-ticket items improved, although this contrasted with a further deterioration in their views on personal finances...
View ArticleASIC Reports On Cyber Resilience And Shares Examples Of Emerging Good Practices
ASIC has released its first assessment report on the cyber resilience of ASX and Chi-X. In addition, we have taken this opportunity to highlight emerging good practices being implemented by a wider...
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Decision Quality: Value Creation from Better Business Decisions
Decision Quality—Value Creation from Better Business Decisions draws from the authors’ decades-deep foundation in decision theory, behavioral decision sciences and real-world practices. It provides...
View ArticleTheCityUK UK Key Facts
Click here to download TheCityUK's latest key facts report, which outlines the importance of the UK financial and related professional services industry. read more...
View ArticleSIX Rounds Off Exceptional Year With Record Profit
SIX had an exceptional year in 2015, culminating in a record profit. The income from the sale of the shares in the joint ventures STOXX and Indexium boosted earnings before interest and tax (EBIT) by...
View ArticleNasdaq Appoints Lauri Rosendahl As New President Of Nasdaq Nordic And Nasdaq...
Nasdaq Inc. (NASDAQ: NDAQ) today announced that Lauri Rosendahl has been appointed President of Nasdaq Nordic and Nasdaq Stockholm.read more...
View ArticleARAX Commodities Chooses Trayport For Trading Power And Agricultural Softs
Trayport, a leading provider of energy trading solutions to traders, brokers and exchanges worldwide, announced today that ARAX Commodities (ARAXCo) have chosen Trayport’s GlobalVision Broker Trading...
View ArticleHenrik Husman Appointed New President Of Nasdaq Helsinki
Nasdaq Inc. (NASDAQ: NDAQ) today announced that Henrik Husman has been appointed President of Nasdaq Helsinki.read more...
View ArticleTehran Stock Exchange Bulletin - February 2016
Click here to download Tehran Stock Exchange's bulletin for February 2016.
View ArticleJapanâs Financial Services Agency: The Fourth Meeting Of The Advisory...
The Advisory Council will hold its fourth Meeting as follows.read more...
View ArticleSusanne Chishti and Janos Barberis on The FINTECH Book
We spoke with Susanne Chishti and Janos Barberis, editors of The FINTECH Book [link to http://eu.wiley.com/WileyCDA/WileyTitle/productCd-111921887X.html] the first crowd-sourced book on FinTech...
View ArticleInternational Comparative Household Finance -- by Cristian Badarinza, John Y....
This paper reviews the literature on international comparative household finance. The paper presents summary statistics on household balance sheets for 13 developed countries, and uses these statistics...
View ArticleSpeculative Fever: Investor Contagion in the Housing Bubble -- by Patrick...
Historical anecdotes of new investors being drawn into a booming asset market, only to suffer when the market turns, abound. While the role of investor contagion in asset bubbles has been explored...
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