Discrete 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...
View ArticleWestpac MNI China Consumer Sentiment Indicator Falls To Six-Month Low In...
Chinese consumer sentiment edged down in August in a broad based deterioration which saw declining optimism toward personal finances, business conditions and the job market. On a more optimistic note,...
View ArticleEvercore Announces Expansion Of M&A Alliance With South Korea's NH...
Evercore (NYSE: EVR), a leading independent investment banking advisory firm headquartered in New York, USA and NH Investment & Securities ("NH"), the leading South Korea-based investment bank,...
View ArticleThe Technancial Company And Associates In Capital Markets Join Forces To...
Leading real-time risk management and trade surveillance solutions firm, The Technancial Company (TTC) and London based specialist advisory firm Associates in Capital Markets (ACAPM) today announce a...
View ArticleAbu Dhabi Global Market Issues Public Consultation On Its FinTech Legislative...
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) today issued a public consultation paper inviting public feedback and comments for its proposed legislative...
View ArticleEEX: Trading In Wind Power Futures To Begin In Early October
The European Energy Exchange (EEX) has announced the launch date for trading in the new Wind Power Futures product. From 4 October 2016 onwards, trading participants on the EEX Derivatives Market will...
View ArticleSEC Proposes Amendments To Require Hyperlinks To Exhibits In Filings -...
The Securities and Exchange Commission today proposed rule and form amendments that would require registrants to include a hyperlink to exhibits in their filings.read more...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleS&P Dow Jones Indices Market Attributes: Europe Index Dashboard
Get your client-ready performance reportread more...
View ArticleBermuda Stock Exchange Will Be Closed For Bermuda Labour Day Public Holiday
The Bermuda Stock Exchange (“BSX”) advises that the Exchange will be closed on Monday, 05 September, 2016, in observance of the Bermuda Labour Day Public Holiday. The BSX will re-open on Tuesday, 06...
View ArticleU.S. Department Of The Treasury: Preliminary Annual Report On U.S. Holdings...
Preliminary data from an annual survey of U.S. portfolio holdings of foreign securities at year-end 2015 were released today and posted on the Treasury website at...
View ArticleFTC Blog Post Outlines How NIST Cybersecurity Framework Relates To FTC Data...
A new blog post from the Federal Trade Commission provides guidance to businesses on how the cybersecurity framework created by the National Institute for Standards and Technology (NIST) aligns with...
View ArticleSTOXX Changes Composition Of Blue-Chip Indices - Regular Annual Review To Be...
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced the results of the regular annual review of theSTOXX...
View ArticleNZX Interim Report 2016 Published
NZX today published its Interim Report for the six months ended 30 June 2016.read more...
View ArticleReputation Strategy and Analytics in a Hyper-Connected World
Reputation Strategy and Analytics in a Hyper-Connected World is a complete guide to corporate communications and reputation management. Covering a range of scenarios from ideal to catastrophic, this...
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