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Superman and Stocks: It's not the Cape (CAPE), it's the Kryptonite(Cash flow)!
Just about a week ago, I was on a 13-hour plane trip from Tokyo to New York. I know that this will sound strange but I like long flights for two reasons. The first is that they give me extended...
View ArticleSEC Charges 71 Municipal Issuers In Muni Bond Disclosure Initiative
The Securities and Exchange Commission today announced enforcement actions against 71 municipal issuers and other obligated persons for violations in municipal bond offerings. read more...
View ArticleMGEX Records Daily Top 15 Volume Records
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports a total volume of 19,109 from Tuesday, making it the 13th-best day in MGEX’s 135-year history. Electronic...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Response From Tim...
The Treasury Committee publishes a response from Tim Parkes, Chairman of the Financial Conduct Authority's (FCA) Regulatory Decisions Committee (RDC), to a request by the Committee for information on...
View ArticleOslo Børs: Harald Espedal Resigns From Board Positions
Attention is drawn to the Oslo Børs press release of 24 August in which it is announced that the Board of Directors of Oslo Børs has resolved to impose a violation charge on Sandnes Sparebank for a...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Gilt Market Liquidity
Letter from Dr Mark Carney, Governor, Bank of England, regarding gilt market liquidity, dated 18 December 2015read more...
View ArticleSIFMA Market Close Recommendation For Labor Day In The U.S., The UK And Japan
SIFMA has confirmed its previous holiday recommendation for a full market close on Monday, September 5 for the trading of U.S. dollar-denominated fixed-income securities in the U.S., the UK, and Japan...
View ArticleIIROC Consolidated Enforcement Rules Take Effect September 1
The Investment Industry Regulatory Organization of Canada's (IIROC's)new Consolidated Rules, approved earlier this year by the Canadian Securities Administrators, will take effectSeptember 1, 2016.read...
View ArticleSIFMA Statement On SEC MCDC Enforcement Action
SIFMA today released the following statement from Kenneth E. Bentsen, Jr., president and CEO of SIFMA, on the MCDC enforcement action announced today by the Securities and Exchange Commission:read more...
View ArticleCBOE Risk Management Conference Europe 2016 - CBOE To Host 5th Annual CBOE...
Chicago Board Options Exchange® (CBOE®) will host the 5th annual CBOE Risk Management Conference (RMC) Europe, Monday, September 26 through Wednesday, September 28, 2016, at the Powerscourt Hotel in...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleNZ Milk Futures Hits Milestone, Price Rise Rrives Activity
NZX’s NZ milk price futures contract reached a new milestone on Wednesday, with more than 10 million kilograms of milk solids (kg/ms) traded since the product launched less than three months ago.read...
View ArticleFractal approach towards power-law coherency to measure cross-correlations...
We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce...
View ArticleHow to Measure Anything in Cybersecurity Risk
How to Measure Anything in Cybersecurity Risk exposes the shortcomings of current "risk management" practices, and offers a series of improvement techniques that help you fill the holes and ramp up...
View ArticleRelative Tax Rates, Proximity and Cigarette Tax Noncompliance: Evidence from...
We analyze data about cigarette tax compliance from the first national scale littered cigarette packs collection. We code each pack based on whether an appropriate tax had been paid at the location...
View ArticleThe Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds -- by...
It is well-documented that government bonds with almost identical cash flows can trade at different prices. The explanation is that due to higher liquidity the most recently issued bond tends to trade...
View ArticleIdentifying and Estimating Neighborhood Effects -- by Bryan S. Graham
Residential segregation by race and income are enduring features of urban America. Understanding the effects of residential segregation on educational attainment, labor market outcomes, criminal...
View ArticleFinancial Aid, Debt Management, and Socioeconomic Outcomes: Post-College...
Prior research has demonstrated that financial aid can influence both college enrollments and completions, but less is known about its post-college consequences. Even for students whose attainment is...
View ArticleFrom Science to Technology: The Value of Knowledge From Different Energy...
Using an original data set of both scientific articles and patents pertaining to alternative energy technologies, this paper provides new evidence on the flows of knowledge between university, private...
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