Egyptian Exchange Chairman Omran Presides Over A Panel Discussion At An...
Dr.Mohammad Omran left today to Makkah Al Mokarama invited by Umm Al-Qura’ university to head a panel discussion at the first international conference for Islamic finance and banking,with high-level...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 03 March 2016 amounted to SAR 28.60 billion, decreasing by 1.37% over the previous week; while total stock market capitalization reached SAR...
View ArticleNZX Moves To T+2 Settlement Cycle
NZX is pleased to advise it has successfully transitioned to a shortened T+2 settlement cycle for all trades executed on its cash markets effective today, Monday 7 March 2016.read more...
View ArticleAverage cross-responses in correlated financial market. (arXiv:1603.01586v1...
There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive...
View ArticleCross-response in correlated financial markets: individual stocks....
Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the...
View ArticleBig is Fragile: An Attempt at Theorizing Scale. (arXiv:1603.01416v1 [q-fin.EC])
In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily...
View ArticleLatent class analyisis for reliable measure of inflation expectation in the...
The main aim of this paper is to inspect the properties of survey based on households inflation expectations, conducted by Reserve Bank of India. It is theorized that the respondents answers are...
View ArticleHong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling...
We utilize a fundamentally different model of trading costs to look at the effect of the opening of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities, arguably the biggest...
View ArticleDynamic Adaptive Mixture Models. (arXiv:1603.01308v1 [stat.ME])
In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data....
View ArticleOption spanning beyond $L_p$-models. (arXiv:1603.01288v1 [q-fin.MF])
\begin{abstract} The aim of this paper is to study the spanning power of options in a static financial market that allows non-integrable assets. Our findings extend and unify the results in [8,9,18]...
View ArticleCME Group And Thomson Reuters Announce China Construction Bank As First...
CME Group, the world's leading and most diverse derivatives marketplace, and Thomson Reuters today announced that China Construction Bank Corporation (CCB) will participate as a new member to the LBMA...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Falls In...
Consumer sentiment rose slightly in January as consumers’ willingness to purchase big-ticket items improved, although this contrasted with a further deterioration in their views on personal finances...
View ArticleASIC Reports On Cyber Resilience And Shares Examples Of Emerging Good Practices
ASIC has released its first assessment report on the cyber resilience of ASX and Chi-X. In addition, we have taken this opportunity to highlight emerging good practices being implemented by a wider...
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Decision Quality: Value Creation from Better Business Decisions
Decision Quality—Value Creation from Better Business Decisions draws from the authors’ decades-deep foundation in decision theory, behavioral decision sciences and real-world practices. It provides...
View ArticleTheCityUK UK Key Facts
Click here to download TheCityUK's latest key facts report, which outlines the importance of the UK financial and related professional services industry. read more...
View ArticleSIX Rounds Off Exceptional Year With Record Profit
SIX had an exceptional year in 2015, culminating in a record profit. The income from the sale of the shares in the joint ventures STOXX and Indexium boosted earnings before interest and tax (EBIT) by...
View ArticleSufficient Statistics for Imperfect Externality-Correcting Policies -- by...
Pigouvian taxes can fully correct for market failures due to externalities, but actual policies are commonly forced to deviate from the Pigouvian ideal due to administrative or political constraints....
View ArticleQuantitative Models of Commercial Policy -- by Ralph Ossa
What tariffs would countries impose if they did not have to fear any retaliation? What would occur if there was a complete breakdown of trade policy cooperation? What would be the outcome if countries...
View ArticleDecentralized Governance and the Quality of School Leadership -- by Derek...
In response to widespread dissatisfaction with the schools, the 1988 Chicago School Reform Act decentralized school governance by forming elected local school councils (LSCs) responsible for principal...
View ArticleSome Theoretical Connections Among Wealth, Income, Sustainability, and...
In theory, and under some quite strong assumptions, there exists an important rigorous quantitative relationship among the following four fundamental economic concepts: (1) "wealth"; (2) "income"; (3)...
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