A Better Criterion for Forced Selling in Bond Markets: Credit Ratings versus...
Publication date: Available online 17 January 2020Source: Finance Research LettersAuthor(s): Jae Yong Choi, Junesuh Yi, Sun-Joong YoonAbstractDuring the global financial crisis, a bond portfolio...
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Profit formulation and equilibrium strategy of firms with cross-shareholding
Publication date: Available online 18 January 2020Source: Finance Research LettersAuthor(s): Yuan Shi, Xinhua Wang, Hongwei GaoAbstractA profit formulation of cross-shareholding among firms was...
View ArticleQuantpedia Premium Update – 18th January 2019
Two new strategies have been added. Two new related research papers have been included into existing strategy reviews. And two short free blog posts have been published during last few weeks. The post...
View Article'Remarkable' Mathematical Proof Describes How to Solve Seemingly Impossible...
'Remarkable' Mathematical Proof Describes How to Solve Seemingly Impossible Computing Problem https://t.co/HFzPuRu8nm â moneyscience (@moneyscience) Januaryâ¦
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The Anarchy: The Relentless Rise of the East India Company – Book Review
The Anarchy: The Relentless Rise of the East India Company. William Dalrymple. Bloomsbury. 2019. The rapid collapse of the mighty and opulent Mughal Empire in the early eighteenth century stands as...
View ArticleIssuer IPO underpricing and directed share program (DSP)
Publication date: Available online 18 January 2020Source: Journal of Empirical FinanceAuthor(s): Beng Soon Chong, Zhenbin LiuAbstractThe issuer underpricing hypothesis addresses why IPOs with a...
View ArticleNeglecting Uncertainties Leads to Suboptimal Decisions About Home-Owners...
Homeowners around the world elevate houses to manage flood risks. Deciding how high to elevate the house poses a nontrivial decision problem. The U.S. Federal Emergency Management Agency (FEMA)...
View ArticleTrading on the Floor after Sweeping the Book. (arXiv:2001.06445v1 [q-fin.TR])
Informed traders need to trade fast in order to profit from their private information before it becomes public. Fast electronic markets provide such liquidity. Slow markets provide execution in an...
View ArticleThe sub-fractional CEV model. (arXiv:2001.06412v1 [q-fin.MF])
The sub-fractional Brownian motion (sfBm) could be considered as the intermediate step between the standard Brownian motion (Bm) and the fractional Brownian motion (fBm). By the way, subfractional...
View ArticleCommunicability in the World Trade Network -- A new perspective for community...
Community detection in a network plays a crucial role in the economic and financial contexts, specifically when applied to the World Trade Network. We provide a new perspective in which clusters of...
View ArticleCorporate Governance, Noise Trading and Liquidity of Stocks....
Our main task is to study the effect of corporate governance on the market liquidity of listed companies' stocks. We establish a theoretical model that contains the heterogeneity of investors' beliefs...
View ArticleComparing School Choice and College Admission Mechanisms By Their Immunity to...
Recently dozens of school districts and college admissions systems around the world have reformed their admission rules. As a main motivation for these reforms the policymakers cited strategic flaws of...
View ArticleRecovering Network Structure from Aggregated Relational Data using Penalized...
Social network data can be expensive to collect. Breza et al. (2017) propose aggregated relational data (ARD) as a low-cost substitute that can be used to recover the structure of a latent social...
View ArticleExamining the correlation of the level of wage inequality with labor market...
Technological change is responsible for major changes in the labor market. One of the offspring of technological change is the SBTC, which is for many economists the leading cause of the increasing...
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When online sellers use different prices for different consumers
Do you shop online? If so, sellers are likely to know a lot about you: purchase histories, browsing histories, where you live, which operating system you use, and so on. Consumers and policymakers are...
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ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap
ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and the Securities Industry and Financial Markets Association (SIFMA) and its asset...
View ArticleMoneyScience: MoneyScience's event: ICEPFM 2020: 14. International Conference...
Events this week: ICEPFM 2020: 14. International Conference on Econophysics and Physics of Financial Markets https://t.co/JoMVMzlSxy â moneyscienceâ¦
View ArticleAlgorithmic Trading – From Microwave Technology to Colocation and...
Algorithmic Trading â From Microwave Technology to Colocation and Neural Networks https://t.co/uX0QdU6y0X â Financial Technology (@fin_tech) January 20, 2020
View ArticleHow Inequality Imperils Cooperation - Issue 79: Catalysts - Nautilus
How Inequality Imperils Cooperation: A game theorist breaks down the effects of inequality https://t.co/EOfbqdWQ46 â moneyscience (@moneyscience) January 20,â¦
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