DAY TRADE: across the statistics | DAY TRADE: do outro lado das estatisticas....
This paper questions some current ideas about the practice of specific capital market operations - the so-called day trading operations. The text advanced from theoretical propositions to a detailed...
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Good management improves productivity, but it may worsen environmental...
The reduction of greenhouse gas (GHG) emissions is an increasingly important policy objective for many governments, both in developed and developing economies. This is reflected, among other things,...
View ArticleMoneyScience: John Kiff's post: Kiffmeister's Fintech Daily Digest 12/10/2019
Kiffmeister's Fintech Daily Digest 12/10/2019 https://t.co/M1Pu3ZayB2 â moneyscience (@moneyscience) December 11, 2019
View ArticleA blockchain firm advised by Nobel laureate Myron Scholes just launched a...
Saga is launching a virtual currency which pegs its value to the IMFâs Special Drawing Rights (SDR) currency basket. But the firm doesnât plan to launch itsâ¦
View ArticleDetecting and quantifying causal associations in large nonlinear time series...
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View ArticleLIBOR transition: The FCA is thinking about conduct risk – are you? -...
LIBOR transition: The FCA is thinking about conduct risk â are you? https://t.co/E71lre03Sa #LIBOR #IBOR â Logical Construct (@logicalcnstrct) December 11,â¦
View ArticleMoneyScience: The Brexit Short: How Hedge Funds Used Private Polls to Make...
ICYMI - The Brexit Short: How Hedge Funds Used Private Polls to Make Millions - https://t.co/e7It31YNic â moneyscience (@moneyscience) December 11, 2019
View ArticleIFTTT / Incompatible Browser
quantlib.js v0.3.1 released this release fixed 4 examples, experimental/credit code cleanup, examples added to test report, etc... Current status: specs +â¦
View ArticleSEC Charges Founder, Digital-Asset Issuer With Fraudulent ICO
The Securities and Exchange Commission today charged a digital-asset entrepreneur and his company with defrauding investors in an initial coin offering (ICO) that raised more than $42 million from...
View ArticleNegative Swap Spreads and Limited Arbitrage
AbstractSince October 2008, fixed rates for interest rate swaps with a 30-year maturity have been mostly below Treasury rates with the same maturity. Under standard assumptions, this implies the...
View ArticleLiquidity Provision Contracts and Market Quality: Evidence from the New York...
AbstractWe exploit a discontinuity in the New York Stock Exchange Designated Market Maker (DMM) contract to identify causal effects of DMM participation on equilibrium market outcomes. We document that...
View ArticleSocioeconomic Status and Macroeconomic Expectations
AbstractWe show that individualsâ macroeconomic expectations are influenced by their socioeconomic status (SES). People with higher income or higher education are more optimistic about future...
View ArticleThe Life Cycle of Corporate Venture Capital
AbstractThis paper investigates why industrial firms conduct Corporate Venture Capital (CVC) investment in entrepreneurial companies. I test alternative views on CVC by exploiting the entry,...
View ArticlePriority Spreading of Corporate Debt
AbstractPriority spreading refers to the practice of firms increasing their reliance on secured and subordinated debt and reducing their reliance on senior debt as their credit quality deteriorates. We...
View ArticleIdiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
AbstractThe recent literature provides conflicting empirical evidence about the pricing of idiosyncratic risk. This paper sheds new light on the matter by exploiting the richness of option data. First,...
View ArticleCross-Listings and the Dynamics between Credit and Equity Returns
AbstractWe study how listing in multiple markets affects the dynamics between firmsâ credit default swap (CDS) and stock returns. We find that cross-listing increases (1) the sensitivity of CDS to...
View ArticleOn the Effects of Restricting Short-Term Investment
AbstractWe study the effects of policies proposed to address âshort-termismâ in financial markets. We examine a noisy rational expectations model in which investorsâ exposures and information...
View ArticleDash for Cash: Monthly Market Impact of Institutional Liquidity Needs
AbstractWe present broad-based evidence that the monthly payment cycle induces systematic patterns in liquid markets around the globe. First, we document temporary increases in the costs of debt and...
View ArticleOn the Asset Market View of Exchange Rates
AbstractIf the asset market is complete, then the difference between foreign and domestic agentsâ log intertemporal marginal rates of substitution (IMRSs) equals the log change in the real exchange...
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