Banco Santander-Chile Lists First Bond From $5bn MTN Programme On The Irish...
Banco Santander-Chile, part of the Santander Group, has listed its first bond under its recently approved US$5bn Medium-Term Notes Program on the Main Securities Market (MSM) of the Irish Stock...
View ArticleEuronext Enters Into A Definitive Agreement For The Acquisition Of A 20%...
Euronext today announced it has signed a definitive agreement to acquire a 20% stake in EuroCCP, the leading CCP for pan-European equity markets, providing clearing and settlement services, for an...
View ArticleOneChicago Labor Day Holiday Trading Hours
OneChicago, LLC (“OneChicago”) will be closed on Monday, September 5th, 2016 in observance of the upcoming Labor Day Holiday, which is consistent with U.S. equity markets. OneChicago will be open...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleGeneral Semi-Markov Model for Limit Order Books: Theory, Implementation and...
The paper considers a general semi-Markov model for Limit Order Books with two states, which incorporates price changes that are not fixed to one tick. Furthermore, we introduce an even more general...
View ArticleElectoral Stability and Rigidity. (arXiv:1608.05038v1 [q-fin.EC])
Some argue that political stability is best served through a two-party system. This study refutes this. The author mathematically defines the stability and rigidity of electoral systems comprised of...
View ArticleRisk reduction and Diversification within Markowitz's Mean-Variance Model:...
The conventional wisdom of mean-variance (MV) portfolio theory asserts that the nature of the relationship between risk and diversification is a decreasing asymptotic function, with the asymptote...
View ArticleBayesian Posteriors For Arbitrarily Rare Events. (arXiv:1608.05002v1 [math.ST])
Each period, either a blue die or a red die is tossed. The two dice land on side \bar{k} with unknown probabilities $p_{\bar{k}}$ and $q_{\bar{k}}$, which can be arbitrarily low. Given a...
View ArticleMonetary economics from econophysics perspective. (arXiv:1608.04832v1...
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper...
View ArticleThe Sales Boss: The Real Secret to Hiring, Training and Managing a Sales Team
The Sales Boss reveals the secrets to great sales management, and provides direct examples of how you can start being that manager today. The not-so-secret "secret" is that a winning sales team is made...
View ArticleWinning at Active Management: The Essential Roles of Culture, Philosophy, and...
Winning at Active Management conducts an in-depth examination of crucial issues facing the investment management industry, and will be a valuable resource for asset managers, institutional consultants,...
View ArticleASX Limited Full-Year Results To 30 June 2016 (FY16)
Mr Rick Holliday-Smith, ASX Chairman, said: “ASX delivered strong financial results in FY16, with growth in all key business areas, supported by higher market activity. This was driven by a rise in...
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US market portrait 2016 week 34
US large cap market returns. Note: Yahoo seemed to have data problems last weekend.read more...
View ArticleSaudi Arabias's Capital Market Authority Announcement Regarding Obligating...
Reference to the transition plan to adopt the International Financial Reporting Standards (the "IFRS"), which were endorsed by the Saudi Organization for Certified Public Accountants ("SOCPA") , who...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 18 August 2016 amounted to SAR 15.05 billion, decreasing by 0.70% over the previous week; while total stock market capitalization reached SAR...
View ArticleUS Federal Reserve Vice Chairman Stanley Fischer, At The "Program On The...
The Fed's dual mandate aims for maximum sustainable employment and an inflation rate of 2 percent, as measured by the price index for personal consumption expenditures (PCE). Employment has increased...
View ArticleTouring the Rio Olympics
I’m a sportswriter who is bound for the Olympics, and I’m writing an article about maximizing the number of events I see in a particular day.read more...
View ArticlePoverty Index With Time Varying Consumption and Income Distributions....
In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time...
View ArticleThe structure of the climate debate. (arXiv:1608.05597v1 [q-fin.EC])
First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists...
View ArticleConsistency of option prices under bid-ask spreads. (arXiv:1608.05585v1...
Given a finite set of European call option prices on a single underlying, we want to know when there is a market model which is consistent with these prices. In contrast to previous studies, we allow...
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