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CFTC Commissioner J. Christopher Giancarlo Releases Latest Podcast: 21st...

Today, Commissioner J. Christopher Giancarlo released a Podcast entitled “21st Century Markets Need 21st Century Regulation.” The podcast released today follows the recent address the Commissioner gave...

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Office Of The Comptroller Of The Currency Bulletin: Risk Management Guidance...

The Office of the Comptroller of the Currency (OCC) is issuing guidance to national banks, federal savings associations, and federal branches and agencies (collectively, banks) regarding periodic...

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Office Of The Comptroller Of The Currency Allows National Banks And Federal...

The Office of the Comptroller of the Currency today issued a proclamation allowing national banks and federal savings associations affected by Hurricane Matthew to close at their discretion.read more...

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Update From Annual NZX Listed Issuer Forum 2016

NZX held its annual Listed Issuer Forum in Auckland yesterday, which attracted more than 110 attendees from 82 listed companies.read more...

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Mixture Diffusion for Asset Pricing. (arXiv:1610.01450v1 [q-fin.MF])

This paper proposes a general form of mixture diffusion process to model asset price dynamics, using a mixture of infinite number of parametric diffusions. We show that the underlying asset price...

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The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits...

In this paper, we study the determinants of expected returns on the listed penny stocks from two perspectives. Traditionally financial economics literature has been devoted to study the macro and micro...

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Information inefficiency in a random linear economy model....

We study the effects of introducing information inefficiency in a model for a random linear economy with a representative consumer. This is done by considering statistical, instead of classical,...

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A Duality Result for Robust Optimization with Expectation Constraints....

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and...

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Taylor's Law of temporal fluctuation scaling in stock illiquidity....

Taylor's law of temporal fluctuation scaling, variance $\sim$ $a($mean$)^b$, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal...

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Federal Reserve Vice Chairman Stanley Fischer, At The 40th Annual Central...

I would like to thank the Federal Reserve Bank of New York for establishing this seminar 40 years ago and for maintaining it since then. This event has always been a useful forum for sharing knowledge...

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The Big Man of Jim Beam: Booker Noe And the Number-One Bourbon In the World

The Big Man of Jim Beam delves into the life and times of legendary distiller F. Booker Noe III, grandson of Jim Beam and father of the bourbon boom. A true American original who left his mark on...

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Social Selling Mastery: Scaling Up Your Sales and Marketing Machine for the...

Social Selling Mastery provides a key resource for sales and marketing professionals seeking a better way to connect with today's customer. Author Jamie Shanks has personally built Social Selling...

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The Volatility Smile

The Volatility Smileread more...

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Summary Of September 2016 Activities At TOCOM

The Tokyo Commodity Exchange announced today that average daily volume for September 2016 was 85,496 contracts, down 3.7% month-over-month. Volume for TOCOM’s largest contracts was mixed; Dubai Crude...

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ASX Monthly Activity Report - September 2016

The value of ASX-listed stocks, as measured by the All Ordinaries Index, fell 0.1% in September 2016. This performance was in contrast to some major markets, including the UK up 1.7%, Singapore up 1.7%...

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EY Reports Record Global Revenues In 2016 – Up By 9%

EY today announces combined global revenues of US$29.6b for its financial year ended 30 June 2016. Overall, financial year (FY) 2016 revenue grew by 9% in local currency (versus FY15). Since the launch...

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SIX Opens F10 And Starts New Fintech Startup Accelerator Program

SIX, the operator of the Swiss financial market infrastructure, is opening its fintech startup accelerator F10 to more firms in the Swiss financial center under the umbrella of its newly formed F10...

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MiFID II Forcing Buyside Firms To Work Harder To Protect Their End-investors

A new report from GreySpark Partners, a leading global capital markets consulting firm, emphasises the importance of investment firms making changes to comply with MiFID II as soon as possible. read...

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ACER Invites Gas Companies To Participate In E-Survey On Barriers In Gas...

ACER invites gas companies to participate in e-survey on barriers in gas wholesale markets in EU Member StatesACER invites gas companies to participate in an e-survey with the aim of identifying...

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ITG Releases September 2016 U.S. Trading Volumes

NEW YORK, Oct. 10, 2016 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, today announced that September 2016 U.S. trading volume was 2.7 billion...

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