Market Dynamics vs. Statistics: Limit Order Book Example. (arXiv:1603.05313v1...
Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the ones assumed in many...
View ArticleModeling and Estimation of the Risk When Choosing a Provider....
The paper provides an algorithm for the risk estimation when a company selects an outsourcing service provider for innovation product. Calculations are based on expert surveys conducted among customers...
View ArticleICE Benchmark Administration Publishes Roadmap For ICE LIBOR
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, announced today that ICE Benchmark Administration (“IBA”)...
View ArticleInt'l Customer Trades At TOCOM Records Highest Volume Of 2,677,075 Contracts...
The Tokyo Commodity Exchange, Inc announced today that the February 2016 monthly volume of customer trades (combined buy and sell sides) originating overseas was 2,677,075 contracts, recording a new...
View ArticleJapan Exchange Group Notice Of Revision To Earnings Forecast And Dividend...
In light of recent market conditions, JPX has revised the average daily trading values and volumes, which were the assumptions used in the consolidated earnings forecast in the "Notice of Revision to...
View ArticleASIC Commences Proceedings In Connection With The Spike In Securities Prices...
ASIC has commenced proceedings in the Federal Court of Australia in Sydney against Whitebox Trading Pty Limited and its sole director and principal, Johannes Boshoff, following an investigation into...
View ArticleTransforming Japanâs Fund Flow: Keynote Speech By Nobuchika Mori...
Thank you, Mr. Matheson, for your kind introduction. Good afternoon,everyone. It is my pleasure to be back here in New York. From 2003 to 2006, I served as the chief representative of the Japanese...
View ArticleSGX Welcomes Anchor Resources To Catalist
Singapore Exchange (SGX) today welcomed Anchor Resources Limited (Anchor Resources) to Catalist under the stock code “43E”. read more...
View ArticleUBS Publishes Annual Report 2015
The Annual Report 2015 provides comprehensive and detailed information on the firm, its strategy, business, governance, financial performance and risk, treasury and capital management, as well as on...
View ArticleTaiwan Stock Exchange Establishes New Subsidiary To Create More Innovative...
The Taiwan Stock Exchange (TWSE) has set up a new wholly-owned subsidiary, Taiwan Index Plus Corporation (TIP), to provide more comprehensive index and information services to investors and to better...
View ArticleHKEX: Stock Exchange Participants' Market Share Report
Updated: 18/03/2016 read more...
View ArticleCISI Comments On The Budget
In the Chancellor of the Exchequer George Osborne’s Budget speech Wednesday 16 March 2016, the CISI was particularly impressed with two initiatives; the change to employer funded advice and the...
View ArticleTSE To Begin Calculating Tokyo Stock Exchange REIT Net Total Return Index
Tokyo Stock Exchange will begin calculating and publishing the “Tokyo Stock Exchange REIT Net Total Return Index” in addition to the Price return index and Total return index.read more...
View ArticleFinancial Stability Board Publishes Second Thematic Peer Review On Resolution...
The Financial Stability Board (FSB) published today the Second Thematic Review on Resolution Regimes. This report forms part of a series of peer reviews to support timely and consistent implementation...
View ArticleACER Launches Public Consultation On The European Register Of Market...
ACER launches today a public consultation on the functioning and usefulness of the European Register of Market Participants (EREMP). The purpose is to understand if the Agency’s Registration Format of...
View ArticleEuronext To Host First Investor Day On 13 May 2016
Euronext announced yesterday that it will be hosting an Investor Day for analysts and investors on 13 May 2016 at Euronext’s Paris headquarters, 14 Place des Reflets, 92054 Paris La Défense Cedex.read...
View ArticleLondon Stock Exchange Intra-Day Auction To Go Live Monday 21 March
The first of London Stock Exchange’s daily intra-day auctions, designed to provide new benchmarking opportunities for fund mangers and a process for managing impending MiFID II volume caps, will take...
View ArticleASIC Reviews Culture, Conduct And Conflicts Of Interest In Vertically...
ASIC has today released a report outlining its findings of an extensive review of the conflicts management practices in vertically integrated businesses in the funds management industry.read more...
View ArticleMNI China Business Sentiment Indicator: Chinese Business Sentiment Remains...
Confidence among executives at China’s largest companies remained stable in March, with firms evenly split on the development of business conditions over the past month, according to the latest MNI...
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