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SEC Adopts Amendments Providing Authorities Access To Data Obtained by...
The Securities and Exchange Commission today adopted amendments to a rule that would require security-based swap data repositories to make data available to regulators and other authorities, allowing...
View ArticleNetworks: An Economic Perspective. (arXiv:1608.07901v1 [physics.soc-ph])
We discuss social network analysis from the perspective of economics. We organize the presentaion around the theme of externalities: the effects that one's behavior has on others' well-being....
View ArticleShort-Time Expansions for Call Options on Leveraged ETFs Under Exponential...
In this article, we consider the small-time asymptotics of options on a Leveraged Exchange-Traded Fund (LETF) when the underlying Exchange Traded Fund (ETF) exhibits both local volatility and jumps of...
View ArticleRethinking Financial Contagion. (arXiv:1608.07831v1 [q-fin.RM])
How, and to what extent, does an interconnected financial system endogenously amplify external shocks? This paper attempts to reconcile some apparently different views emerged after the 2008 crisis...
View ArticleCausality and Correlations between BSE and NYSE indexes: A Janus Faced...
We study the multi-scale temporal correlations and causality connections between the New York Stock Exchange (NYSE) and Bombay Stock Exchange (BSE) monthly average closing price indexes for a period of...
View ArticleFinancial Market Dynamics: Superdiffusive or not?. (arXiv:1608.07752v1...
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the...
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Toronto's Equity Markets Are The Best Performing In The World So Far In 2016
Toronto's equity markets are the best performing in the world, so far in 2016. As at the end of July the S&P/TSX Composite Index was up 12%, far outstripping S&P 500, the FTSE 100, the...
View ArticleSEC: $22 Million Whistleblower Award For Company Insider Who Helped Uncover...
The Securities and Exchange Commission today announced the award of more than $22 million to a whistleblower whose detailed tip and extensive assistance helped the agency halt a well-hidden fraud at...
View ArticleCFTC Extends Comment Period on Proposed Amendments to Regulation 4.22...
The Commodity Futures Trading Commission (CFTC) has extended the comment period on its proposed amendments to Regulation 4.22, which concerns the Annual Report that each commodity pool operator...
View ArticleCFTC Extends Comment Period On Proposed Amendments To Regulation 4.22...
The Commodity Futures Trading Commission (CFTC) has extended the comment period on its proposed amendments to Regulation 4.22, which concerns the Annual Report that each commodity pool operator...
View ArticleSEC Whistleblower Program Surpasses $100 Million In Awards
The Securities and Exchange Commission’s awards to whistleblowers have surpassed the $100 million mark with the program’s second-largest award of more than $22 million announced earlier today.read more...
View ArticleU.S. Treasury Releases Joint Fact Sheet On Anti-Money Laundering And...
Today, the U.S. Department of the Treasury released a Joint Fact Sheet on Foreign Correspondent Banking developed with the Federal Reserve Board, the Federal Deposit Insurance Corporation, the National...
View ArticleNew Thomson Reuters Mobile App Uses Crowdsourcing To Deliver Commodities Insight
A mobile crowdsourcing app that allows farmers to share crop data in exchange for market insight is launched today by Thomson Reuters.read more...
View ArticleReuters Collaborates With Graphiq To Deliver Suite Of Interactive Data...
Today Reuters, the world’s largest international multimedia news provider, announced a collaboration with semantic technology company Graphiq to provide publishers access to an increased number of...
View ArticleDiscrete hierarchy of sizes and performances in the exchange-traded fund...
Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-periodic structure on...
View ArticleRisk measures and Margining control. (arXiv:1608.08283v1 [q-fin.RM])
This document constitutes the final report of the contractual activity between Directa SIM and Dipartimento di Automatica e Informatica, Politecnico di Torino, on the research topic titled...
View ArticleOn the Market-Neutrality of Optimal Pairs-Trading Strategies....
We consider the problem of optimal investment in a market with two cointegrated stocks and an agent with CRRA utility. We extend the findings of Liu and Timmermann [The Review of Financial Studies,...
View ArticleWhat is the Contribution of Intra-household Inequality to Overall Income...
Intra-household inequality continues to remain a neglected corner despite renewed focus on income and wealth inequality. Using the LIS micro data, we present evidence that this neglect is equivalent to...
View ArticleTokyo Commodity Exchange: Changes To The Hallmarks On Deliverable Grades
The hallmark on the below Deliverable Grade of Precious Metals has been modified :read more...
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