The long-run reversal in the long run: Insights from two centuries of...
Publication date: Available online 27 November 2019Source: Journal of Empirical FinanceAuthor(s): Adam Zaremba, Renatas Kizys, Muhammad Wajid RazaAbstractWe perform the most comprehensive test of...
View ArticleEditorial Board
Publication date: December 2019Source: Journal of Empirical Finance, Volume 54Author(s):
View ArticleChristian Bayer (WIAS Berlin). Title: TBA
Abstract: TBA16 Dec 2019 to 16 Dec 2019, Weeks Hall - G03 Seminar Room
View ArticleMoneyScience: Cryptoqueen: How Ruja Ignatova scammed the world, then vanished
Resource: Cryptoqueen: How Ruja Ignatova scammed the world, then vanished https://t.co/4qKTlQnBcN â moneyscience (@moneyscience) November 27, 2019
View ArticleMoneyScience: Online Training - The Complete COBOL Course From Beginner To...
Resource: Online Training - The Complete COBOL Course From Beginner To Expert https://t.co/1AKqWgZpD9 â moneyscience (@moneyscience) November 27, 2019
View ArticleMoneyScience: A Simple COBOL Tutorial
Resource: A Simple COBOL Tutorial https://t.co/6w6zQZCBsu â moneyscience (@moneyscience) November 27, 2019
View ArticleMoneyScience: MoneyScience's post: Victor Ricciardi talks about his book...
Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing https://t.co/z2XUtfSVgeâ¦
View ArticleOil, the Baltic Dry index, market (il)liquidity and business cycles: evidence...
Abstract The recent financial crisis has made (il)liquidity research more significant than ever. Galariotis and Giouvris (Int Rev Financ Anal 38:44â69, 2015) find evidence that market liquidity may...
View ArticleSEC Halts Penny Stock Scheme Targeting Seniors
The Securities and Exchange Commission today announced that it has filed an emergency action and obtained an asset freeze against the operators of a South Florida-based investment scheme that...
View ArticleChief Administrative Law Judge Brenda Murray to Retire
The Securities and Exchange Commission today announced that Chief Administrative Law Judge Brenda Murray is retiring after 50 years of federal service, including 25 years as Chief Administrative Law...
View ArticleWhat is a Patent Worth? Evidence from the U.S. Patent “Lottery”
ABSTRACT We provide evidence on the value of patents to startups by leveraging the quasiârandom assignment of applications to examiners with different propensities to grant patents. Using unique...
View ArticleIntroduction to Solving Quant Finance Problems with Time-Stepped FBSDE and...
In this introductory paper, we discuss how quantitative finance problems under some common risk factor dynamics for some common instruments and approaches can be formulated as time-continuous or...
View ArticleWith or without replacement? Sampling uncertainty in Shepp's urn scheme....
We introduce a variant of Shepp's classical urn problem in which the optimal stopper does not know whether sampling from the urn is done with or without replacement. By considering the problem's...
View ArticleDynamic Portfolio Management with Reinforcement Learning. (arXiv:1911.11880v1...
Dynamic Portfolio Management is a domain that concerns the continuous redistribution of assets within a portfolio to maximize the total return in a given period of time. With the recent advancement in...
View ArticleCryptocurrency Price Prediction and Trading Strategies Using Support Vector...
Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price...
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Mainstreaming environmental, social and corporate governance
Businesses in todayâs marketplace, in both the financial and non-financial sectors, have to pay attention to the environmental and social impact of what they do, as well as to respect high standards...
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