Clik here to view.
Transforming the labour governance of global supply chains
Activists and academics alike hailed the conclusion of the Accord on Fire and Building Safety which offered hope that lessons had been learned from the carnage of the 2013 Rana Plaza building collapse...
View ArticlelxRRpxFvVM
Last week, UBS boldly claimed that companies run by billionaires "outperform", because billionaires are "smart risk-takers". This entire claim was based on…
View Articlehttps://t.co/zOLusoruKc
MMM Global, a ponzi scheme, relied on bitcoin for payments. And since bitcoin transactions are public, the authors of this paper were able to get unique…
View ArticleDo structural breaks in volatility cause spurious volatility transmission?
Publication date: Available online 13 November 2019Source: Journal of Empirical FinanceAuthor(s): Massimiliano Caporin, Farooq MalikAbstractWe show through extensive Monte Carlo simulations that...
View ArticleInternational Portfolio Strategies and Opportunities: The case of the US,...
Publication date: Available online 12 November 2019Source: Finance Research LettersAuthor(s): Seema Narayan, Mobeen Ur RehmanAbstractThis study examines long- and short-run diversification gains for a...
View ArticleUncertainty aversion, carry trades and agent heterogeneity in the FX market
Publication date: Available online 12 November 2019Source: Finance Research LettersAuthor(s): XiaoPing Li, Bin Tong, ChunYang ZhouABSTRACTWe examine the roles of heterogeneous agents in the foreign...
View ArticleBank Total Factor Productivity Convergence: Evidence from India
Publication date: Available online 12 November 2019Source: Finance Research LettersAuthor(s): Nagaraju Thota, A.C.V. SubrahmanyamAbstractThis study examines the total factor productivity convergence...
View ArticleDo precious metals act as hedges or safe havens for China's financial markets?
Publication date: Available online 12 November 2019Source: Finance Research LettersAuthor(s): Xiaofan PengAbstractThis study examines the hedge and safe haven properties of precious metals on China's...
View ArticleMispricing or Growth? An Empirical Analysis of Acquisition Premium
Publication date: Available online 13 November 2019Source: Finance Research LettersAuthor(s): Shaojie Lai, Xiaoling PuAbstractComparing acquisition premium paid by private equity (PE) and non-PE...
View ArticleAn analysis of Uniswap markets. (arXiv:1911.03380v2 [q-fin.TR] UPDATED)
Uniswap---and other constant product markets---appear to work well in practice despite their simplicity. In this paper, we give a simple formal analysis of constant product markets and their...
View ArticleMultiple yield curve modelling with CBI processes. (arXiv:1911.02906v2...
We develop a modelling framework for multiple yield curves driven by continuous-state branching processes with immigration (CBI processes). Exploiting the self-exciting behavior of CBI jump processes,...
View ArticleHATS: A Hierarchical Graph Attention Network for Stock Movement Prediction....
Many researchers both in academia and industry have long been interested in the stock market. Numerous approaches were developed to accurately predict future trends in stock prices. Recently, there has...
View ArticleStochastic Algorithmic Differentiation of (Expectations of) Discontinuous...
In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic...
View ArticleThe "power" dimension in a process of exchange. (arXiv:1809.08293v3...
The field of study of this paper is the analysis of the exchange between two subjects. Circumscribed to the micro dimension, it is however expanded with respect to standard economic theory by...
View ArticleAn alternative quality of life ranking on the basis of remittances....
Remittances mean an important connection between people working abroad and their home countries. This paper considers these transfers as a measure of preferences revealed by the workers, underlying a...
View ArticlePerturbation analysis of sub/super hedging problems. (arXiv:1806.03543v2...
We investigate the links between various no-arbitrage conditions and the existence of pricing functionals in general markets, and prove the Fundamental Theorem of Asset Pricing therein. No-arbitrage...
View ArticleComparing the Forecasting Performances of Linear Models for Electricity...
This paper compares alternative univariate versus multivariate models, frequentist versus Bayesian autoregressive and vector autoregressive specifications, for hourly day-ahead electricity prices, both...
View ArticleIndex Tracking with Cardinality Constraints: A Stochastic Neural Networks...
Partial (replication) index tracking is a popular passive investment strategy. It aims to replicate the performance of a given index by constructing a tracking portfolio which contains some...
View ArticleAnalytical solution of $k$th price auction. (arXiv:1911.04865v1 [econ.TH])
We provide an exact analytical solution of the Nash equilibrium for the $k$th price auction by using inverse of distribution functions. As applications, we identify the unique symmetric equilibrium...
View Article