TFG Financial Systems Wins Five New Mandates From Hedge Funds And Banks In Q3
TFG Financial Systems, the specialist provider of real time risk monitoring solutions to investment managers, has reported increased interest in its applications from a broad range of clients in the...
View ArticleNasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...
At the end of the settlement date of August 31, 2016, short interest in 2,329 Nasdaq Global MarketSM securities totaled 7,371,196,258 shares compared with 7,501,329,605 shares in 2,334 Global...
View ArticleThe Informational Content of the Limit Order Book: An Empirical Study of...
In this paper I empirically investigate prediction markets for binary options. Advocates of prediction markets have suggested that asset prices are consistent estimators of the "true" probability of a...
View ArticleFinite-sample and asymptotic analysis of generalization ability with an...
In this paper, we study the generalization ability (GA)---the ability of a model to predict outcomes in new samples from the same population---of the extremum estimators. By adapting the classical...
View ArticleThe Solution to Science's Replication Crisis. (arXiv:1609.03223v1 [q-fin.EC])
The solution to science's replication crisis is a new ecosystem in which scientists sell what they learn from their research. In each pairwise transaction, the information seller makes (loses) money if...
View ArticleCovariance of random stock prices in the Stochastic Dividend Discount Model....
Dividend discount models have been developed in a deterministic setting. Some authors (Hurley and Johnson, 1994 and 1998; Yao, 1997) have introduced randomness in terms of stochastic growth rates,...
View ArticleJapan Exchange Group: Latest Update Of Deliverable Bonds And Conversion...
Deliverable bonds and conversion factors of JGB Futures (5-year, 10-year & 20-year)read more...
View ArticleASIC: Westpac Refunds $9.2 Million After Failing To Waive Bank Account Fees...
Westpac Banking Corporation (Westpac) has refunded approximately $9.2 million to 161,414 customers after it failed to waive fees on Westpac and St. George branded savings and transaction accounts over...
View ArticleColt Adds Low-Latency TOCOM Market Data Feeds - New Data Feed To Coincide...
Colt announced today that it has become a market data provider for the Tokyo Commodity Exchange (TOCOM), with the service set to launch alongside the scheduled migration of TOCOM’s derivatives trading...
View ArticleTokyo Financial Exchange: Extension Of Discount Program In Three-month...
This informs Members of the extension of the current Discount Program in Three-month Euroyen Futures (Euroyen). TFX has decided to extend the program until the end of March 2017.read more...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Appointment Of Professor...
Treasury Committee publishes its report on the appointment of Professor Sir Charles Bean as Member of the Office for Budget Responsibility.read more...
View ArticleUS Treasury Secretary Lew Op-Ed: Europe’s Bite Out Of Apple Shows The...
In an op-ed to be published in the Tuesday print edition of the Wall Street Journal, Treasury Secretary Jacob J. Lew writes about how the European Commission’s State aid investigations may present a...
View ArticleSIX Swiss Exchange Launches The SPI Multi Premia® Index Family For...
SIX Swiss Exchange is today introducing an index family for factor-based investments, SPI Multi Premia®. Eight new indices will allow broader diversification and create additional potential for...
View ArticleCyber Attacks Inflict Unprecedented Damage; Enterprises Still Lack...
Cyber attacks aren’t slowing down – in fact, 76 percent of organisations have experienced a breach within the last two years. Enterprises of all sizes, across every industry, are challenged to respond...
View ArticleArgentina’s CSD Joins SWIFT To Support The Nation’s Capital...
SWIFT announced today that Argentina’s CSD, Caja de Valores, is now fully operational directly on its network. In an effort to increase efficiency and resilience in Argentina’s capital markets, the CSD...
View ArticleCFTC Wins Jury Verdict in Commodity Pool Fraud Case
The U.S. Commodity Futures Trading Commission (CFTC) announced that a jury in the U.S. District Court for the Northern District of Illinois found Grace Elizabeth Reisinger of Grand Island, Nebraska,...
View ArticleCFTC Wins Jury Verdict In Commodity Pool Fraud Case - Defendant Grace...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that a jury in the U.S. District Court for the Northern District of Illinois foundGrace Elizabeth Reisinger of Grand Island,...
View ArticleNasdaq Included In Dow Jones Sustainability Index - Joins Nasdaq-Listed...
Nasdaq (Nasdaq:NDAQ) today announced it has been selected to join the Dow Jones Sustainability Indices (DJSI). Nasdaq is one of 16 companies added to the Dow Jones Sustainability North America Index in...
View ArticleEquity Market Structure In 2016 And For The Future, SEC Chair Mary Jo White,...
Thank you, Jim [Toes], for that kind introduction. I am honored to join you again for your annual market structure conference.read more...
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