Empirical Methods for Dynamic Power Law Distributions in the Social Sciences....
This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the...
View ArticleMarket correlation structure changes around the Great Crash....
We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 stocks listed on the...
View ArticleCoCos under short-term uncertainty. (arXiv:1602.00094v1 [q-fin.MF])
In this paper we analyze an extension of the Jeanblanc and Valchev (2005) model by considering a short-term uncertainty model with two noises. It is a combination of the ideas of Duffie and Lando...
View ArticleA Simple extension of Dematerialization Theory: Incorporation of Technical...
Dematerialization is the reduction in the quantity of materials needed to produce something useful over time. Dematerialization fundamentally derives from ongoing increases in technical performance but...
View ArticleShenzhen Stock Exchange Signs MOU With Tel Aviv Stock Exchange
Tel Aviv Stock Exchange (TASE) and Shenzhen Stock Exchange (SZSE) recently signed a Memorandum of Understanding (MOU) in Shenzhen. Mr. Wu Lijun, Chairman of SZSE and Mr. Amnon Neubach, Chairman of TASE...
View ArticleWorld Bank Expects Iron Ore To Be Worst-Performing Metal In Year
According to the prediction of the World Bank, the iron ore prices are likely to record the largest drops among all metals this year. The institution pointed out that the low-cost supplies have...
View ArticleTokyo Stock Exchange: Registered On The Lead Managing Underwriter List Of...
Today, Tokyo Stock Exchange registered J.P. Morgan Securities plc on the Lead Managing Underwriter List of the professional-oriented bond market, i.e. TOKYO PRO-BOND Market. According to this time’s...
View ArticleBursa Malaysia Registers Profit After Tax And Minority Interest Of RM198.6...
Key Financial & Market Highlights(FY2015 vs FY2014)read more...
View ArticleBursa Malaysia Securities Advises Investors To Exercise Caution In The...
Bursa Malaysia Securities wishes to draw investors' attention to the recent sharp rise in the price of LAYHONG shares and to the Company’s responses to the Unusual Market Activity queries issued by...
View Article02Feb/What drives inflation expectations in Brazil? Public versus private...
This article applies a noisy information model with strategic interactions à la Morris and Shin (2002) to a panel from the Central Bank of Brazil Market Expectations System to provide evidence of how...
View ArticleEurex Clearing Receives U.S. Regulatory Approval
Eurex Clearing, Europe’s leading clearing house and part of Deutsche Börse Group, has been approved by the Commodity Futures Trading Commission (CFTC) as a registered Derivatives Clearing Organization...
View ArticleUllensaker Kommune Lists Its First Bond Issues On Oslo Børs
The municipality of Ullensaker lists its first bond issues on Oslo Børs today.read more...
View ArticleINDATA Launches Compliance As A Service - iPM Epic Clients Offered New Global...
INDATA, a leading industry provider of software, technology and services for buy-side firms delivered via its iPM Epic platform, today announced that it has launched a Compliance-as-a-Service offering...
View ArticleHKEx: Exchange Publishes Listing Document Simplification Guide
The Stock Exchange of Hong Kong Limited (the Exchange), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEX), published today (Tuesday) a new Guidance Letter (HKEX-GL86-16):...
View ArticleESMA Updates On Supervisory Work On Closet Indexing
The European Securities and Markets Authority (ESMA) has published a Statement providing details of its work on closet index tracking funds.read more...
View ArticleTaiwan Stock Exchange Removes Day Trading Restrictions For Almost All...
As of the beginning of February 2016, the Taiwan Stock Exchange (TWSE), in compliance with the Financial Supervisory Committee’s (FSC) amended regulation, has allowed unlimited day trading for all...
View ArticleUK Financial Conduct Authority Dear CEO Letter - Client Take-On Review In...
The Financial Conduct Authority (FCA) recently reviewed the procedures for taking on new clients in a sample of ten firms that offer CFD products. We reviewed:read more...
View ArticleHEREF HABANERAS SOCIMI To Start Trading On Mab Next Friday, 5 February -...
The Coordination and Admissions Committee of the Mercado Alternativo Bursátil (MAB) has submitted to the Board of Directors a favourable report on HEREF HABANERAS SOCIMI, stating that the company is...
View ArticleXignite To Unveil Large-Scale Market Alert APIs At Finovate Europe 2016 In...
Xignite, the leading provider of market data cloud solutions for financial services has been selected to present at FinovateEurope 2016, a demo-based conference for companies developing applications in...
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