Risk-Neutral Momentum and Market Fear
Publication date: Available online 6 November 2019Source: Finance Research LettersAuthor(s): Wolfgang SchadnerAbstractThis study models a link between ex-ante autocorrelation in expected returns and...
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He really needed to jump out of that metaphor a lot sooner than he did - but he didn’t, and it died. — Tom Lowcock (@supertom124) November 4, 2019
View ArticleGeneral managerial skills and corporate social responsibility
Publication date: Available online 5 November 2019Source: Journal of Empirical FinanceAuthor(s): Jie Chen, Xicheng Liu, Wei Song, Si ZhouAbstractWe show that a CEO’s general managerial skills are...
View ArticleSEC Division of Enforcement Publishes Annual Report for Fiscal Year 2019
The Securities and Exchange Commission’s Division of Enforcement today issued its annual report for fiscal year 2019. The report details the division’s efforts and initiatives on behalf of...
View ArticleSEC Charges Adviser for Running Ponzi Scheme Targeting Haitian Community
The Securities and Exchange Commission today filed charges against a New York investment adviser for operating a multimillion-dollar investment club that was actually a fraudulent Ponzi scheme...
View ArticleWhat You Don’t Know Can Hurt You
What You Don’t Know Can Hurt You Keynote Remarks at the 2019 SEC Regulation Outside the United States Conference London, England November 5, 2019 Division of Enforcement Co-Director Stephanie Avakian
View ArticleSEC Issues Agenda for Nov. 12 Meeting of Small Business Capital Formation...
The Securities and Exchange Commission today released the agenda for the Tuesday, Nov. 12 meeting of its Small Business Capital Formation Advisory Committee. The committee provides the Commission with...
View ArticleFirm capital dynamics in centrally cleared markets
Abstract We develop a tractable continuous time model of multifirm capital dynamics in a centrally cleared market. Our framework jointly models the strategic interactions between business operations...
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