CFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleAlberta Securities Commission Seeks Comment On Proposed Changes To Disclosure...
The Alberta Securities Commission (ASC) today published for comment proposed amendments to National Instrument 58-101 Disclosure of Corporate Governance Practices (NI 58-101) and Form 58-101F1...
View ArticleCall For Candidates - Autorité Des Marchés Financiers Creates A...
The Autorité des marchés financiers (the “AMF”) is calling for candidates to serve on a Technological Innovation Advisory Committee (TIAC).read more...
View ArticleClik here to view.
The Index Revolution: Why Investors Should Join It Now
In his new book, The Index Revolution: Why Investors Should Join It Now, Ellis explains why that active investing is a loser's game, and why low cost indexing is more profitable in today's market....
View ArticleSEC: Statement On Jury’s Verdict In Trial Of The City Of Miami And...
"We are very pleased by today’s jury verdict holding the City of Miami, a recidivist violator of the federal securities laws, and its former Budget Director (Michael Boudreaux) liable for multiple...
View ArticleCFTC Staff Announces that Yieldbroker Pty Limited Qualifies for No-Action...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Divisions of Market Oversight (DMO) and Swap and Intermediary Oversight (DSIO) today announced that Yieldbroker, a multilateral swaps trading...
View ArticleThomson Reuters Appoints Kristin Peck To The Board Of Directors
Thomson Reuters (TSX/NYSE: TRI) today announced the appointment of Kristin Peck to the company’s Board of Directors effective immediately.read more...
View ArticleCFTC Staff Announces That Yieldbroker Pty Limited Qualifies For No-Action...
The U.S. Commodity Futures Trading Commission’s (CFTC) Divisions of Market Oversight (DMO) and Swap and Intermediary Oversight (DSIO) today announced that Yieldbroker, a multilateral swaps trading...
View ArticleEntropy and efficiency of the ETF market. (arXiv:1609.04199v1 [q-fin.ST])
We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy,...
View ArticleClosed-form solutions for worst-case law invariant risk measures with...
Worst-case risk measures refer to the calculation of the largest value for risk measures when only partial information of the underlying distribution is available. For the popular risk measures such as...
View ArticleThe ETF Handbook: How to Value and Trade Exchange Traded Funds, 2nd Edition
The ETF Handbook is a comprehensive handbook for using Exchange Traded Funds, designed specifically for institutional investors and professional advisors seeking to improve ETF profitability. While...
View ArticleClik here to view.
Valuation Handbook: Industry Cost of Capital 2015 Quarterly Updates (Set)
NOTE: You must purchase the 2015 Valuation Handbook - Industry Cost of Capitalbefore purchasing the accompanying updates.Quarterly Updates to the 2015 Valuation Handbook - Industry Cost of...
View ArticleBuying, Selling, and Valuing Financial Practices: The FP Transitions M&A...
The Authoritative M&A Guide for Financial Advisorsread more...
View ArticleCME Group Announces Launch Of First-Ever Precious Metals Spread And Ratio...
CME Group, the world's leading and most diverse derivatives marketplace, today announced the launch of the first-ever, exchange-traded precious metals spread and ratio futures contracts. The three new...
View ArticleASIC Releases Guidance On Review And Remediation
ASIC has released guidance on review and remediation conducted by Australian financial services (AFS) licensees providing personal advice to retail clients.read more...
View ArticleObject Trading First Vendor To Conform To ASX’s New Trading Platform -...
Object Trading, a provider of global, multi-asset trading infrastructure, announced today that it is the first vendor providing market access to the ASX to have conformed to the upgraded ASX 24...
View ArticleInstitutionalization in Efficient Markets: The Case of Price Bubbles....
We seek to deepen understanding of the micro-foundations of institutionalization while contributing to a sociological theory of markets by investigating the puzzle of price bubbles in financial...
View ArticlePrice impact without order book: A study of the OTC credit index market....
We present a study of price impact in the over-the-counter credit index market, where no limit order book is used. Contracts are traded via dealers, that compete for the orders of clients. Despite this...
View ArticleThe joint distributions of running maximum of a Slepian processes....
Consider the Slepian process $S$ defined by $ S(t)=B(t+1)-B(t),t\in [0,1]$ with $B(t),t\in \R$ a standard Brownian motion.In this contribution we analyze the joint distribution between the maximum...
View ArticleMomentum: How to Build it, Keep it or Get it Back
Momentum is your personal guidebook to the art and science of success. Momentary victories and small wins don't last, and the frustration of reclaiming that energy is real. This book shows you how to...
View Article