A General Framework for Pairs Trading with a Control-Theoretic Point of View....
Pairs trading is a market-neutral strategy that exploits historical correlation between stocks to achieve statistical arbitrage. Existing pairs-trading algorithms in the literature require rather...
View ArticleHong Kong's Securities And Futures Commission Issues First-Quarter Report
The Securities and Futures Commission (SFC) today published its Quarterly Report summarising key developments from April to June 2016.read more...
View ArticleASIC Consults On Audit Relief For Proprietary Companies And Reporting Relief...
ASIC has today issued a consultation paper proposing to remake three class orders that are due to expire (‘sunset’) on 1 October 2016 and 1 April 2017. The class orders affect the audit of proprietary...
View ArticleNew Zealand's Financial Markets Authority Warns Registered Financial Adviser
The Financial Markets Authority (FMA) has warned an individual in relation to suspected misleading or deceptive conduct by a registered financial adviser. Following an investigation by the FMA, it...
View ArticleBursa Malaysia Enables Multi-Currency For Fixed Income Instruments
Bursa Malaysia Berhad (“Bursa Malaysia” or “the Exchange”) has enabled multi-currency fixed income instruments in its web-based Electronic Trading Platform (ETP) to ensure the ongoing relevance of the...
View ArticleIntermediaries Looking To Wine Investment As Post-Brexit Safe Haven Option
More than one in four (27%) wealth managers and IFAs expect appetite for wine investing to increase over the next 12 months as the impact of Brexit drives the sector to new highs and fuels greater...
View ArticleSecurities Commission Malaysia (SC) Introduces Rule Book In Revised Framework...
The Securities Commission Malaysia (SC) launched a rule book on the revised Takeovers and Mergers Framework to facilitate market activities in a fast changing environment, whilst ensuring appropriate...
View ArticleHKEX: OTC Clear Launches Clearing Service For USD/CNH Cross Currency Swaps
OTC Clearing Hong Kong Limited (OTC Clear), a subsidiary of Hong Kong Exchanges and Clearing Limited (HKEX) that provides clearing and settlement services for over-the-counter (OTC) derivative...
View ArticleDubai Financial Market (DFM) Achieves 100% Compliance In Local...
Dubai Financial Market (DFM) today announced that its listed local companies have recorded a 100% compliance regarding the disclosure of Q2-2016 results within the deadline of 45 days from the end of...
View ArticleDeutsche Börse: Xetra-Gold Holdings Rise By More Than 50 Per Cent Since...
The gold held in custody by Deutsche Börse Commodities GmbH for the purpose of physically backing the Xetra-Gold bond has risen to a new record high of 90.67 tons, an increase of more than 50 per cent...
View ArticleThe Effects of Pre-Trial Detention on Conviction, Future Crime, and...
Over 20 percent of prison and jail inmates in the United States are currently awaiting trial, but little is known about the impact of pre-trial detention on defendants. This paper uses the detention...
View ArticleInfrequent but Long-Lived Zero-Bound Episodes and the Optimal Rate of...
Countries rarely hit the zero-lower bound on interest rates, but when they do, these episodes tend to be very long-lived. These two features are difficult to jointly incorporate into macroeconomic...
View ArticleOptimal Domestic (and External) Sovereign Default -- by Pablo D'Erasmo,...
Infrequent but turbulent episodes of outright sovereign default on domestic creditors are considered a "forgotten history" in Macroeconomics. We propose a heterogeneous-agents model in which optimal...
View ArticleOpening the Black Box of the Matching Function: the Power of Words -- by...
How do employers attract the right workers? How important are posted wages vs. other job characteristics? Using data from the leading job board CareerBuilder.com, we show that most vacancies do not...
View ArticleStatement of Chairman Timothy Massad on Release of Reports on CCP Resilience,...
Statement of Chairman Timothy Massad on Release of Reports on CCP Resilience, Recovery and Resolution
View ArticleCFTC Restricts Registration of Steven A. Cohen Based on Failure to Supervise
The U.S. Commodity Futures Trading Commission (CFTC) announced that it filed a Notice of Intent to revoke, suspend, or place restrictions on the registration of Steven A. Cohen of Greenwich,...
View ArticleCFTC Restricts Registration of Steven A. Cohen Based on Failure to Supervise
The U.S. Commodity Futures Trading Commission (CFTC) today announced that it filed a Notice of Intent (Notice) to revoke, suspend, or place restrictions on the registration of Steven A. Cohen (Cohen)...
View ArticleHKEX Set For Another Step Forward In Mutual Market Access
Following today' joint announcement by the China Securities Regulatory Commission (CSRC) and Hong Kong's Securities and Futures Commission (SFC), Hong Kong Exchanges and Clearing Limited (HKEX) will...
View ArticlePresentation By HKEX Chief Executive Charles Li At A Media Briefing On...
Click here to download a presentation by HKEX Chief Executive Charles Li at a media briefing on Shenzhen-Hong Kong Stock Connect.
View ArticleU.S. Corporate Issuance Up In July, CUSIP Requests Show Municipal Requests...
CUSIP Global Services (CGS) today announced the release of its CUSIP Issuance Trends Report for July 2016. The report, which tracks the issuance of new security identifiers as an early indicator of...
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