Equities LiquidityMatrix January 2018 By Larry Tabb
January trading volume jumped 12% over December 2017 as the S&P 500 hit 14 record closes. The rapid rise in trading activity predated the 2,500-point drop in the Dow Jones in early February, as the...
View ArticleEEX New Participant: Energy Global Handel B.V.
Energy Global Handel B.V. has been admitted to exchange trading for Dutch Financial Power Futures.
View ArticleFrom Diocletian To Pay Day Loans: What Can We Learn From Successful And...
Speaker: Mary Starks, Director of Competition and EconomicsLocation: Social Market Foundation (SMF) lecture, LondonDelivered on: 27 February 2017read more...
View ArticleFESE Response To EC's Consultation: Building a Proportionate Regulatory...
We fully support the European Commission’s commitment to deliver a more conducive regulatory environment to support SME initial public offerings and welcome the oppotunity to support them in...
View ArticleThe Consumer Credit Landscape Today - Speech By Andrew Bailey, Chief...
Speaker: Andrew Bailey, Chief ExecutiveEvent: Finance & Leasing Association (FLA), LondonDelivered: 27 February 2018Note: this is the speech as drafted and may differ from the delivered versionread...
View ArticleMIAX Options: New Give-Up Capability
MIAX Options will provide Electronic Exchange Members (“EEMs”) with the enhanced flexibility to designate clearing firm give-up accounts. EEMs will be able to register with the Exchange and indicate...
View ArticleNasdaq Announces Mid-Month Open Short Interest Positions In Nasdaq Stocks As...
At the end of the settlement date of February 15, 2018, short interest in 2,340 Nasdaq Global MarketSM securities totaled 7,076,038,987 shares compared with 7,051,449,916 shares in 2,348 Global Market...
View ArticleNYSE Group Consolidated Short Interest Report
NYSE today reported short interest as of the close of business on the settlement date of February 15, 2018.read more...
View ArticleCboe Global Markets Announces Additional $150 Million In Share Repurchase...
Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world’s largest exchange holding companies, announced today that its Board of Directors has authorized the company to repurchase up to...
View ArticleStock management (Gest\~ao de estoques). (arXiv:1802.10003v1 [q-fin.EC])
There is a great need to stock materials for production, but storing materials comes at a cost. Lack of organization in the inventory can result in a very high cost for the final product, in addition...
View ArticleThe Information Content of Sarbanes-Oxley in Predicting Security Breaches....
We investigated publicly reported security breaches of internal controls in corporate systems to determine whether SOX assessments are information bearing with respect to breaches which can lead to...
View ArticlePrivate Information, Credit Risk and Graph Structure in P2P Lending Networks....
This research investigated the potential for improving Peer-to-Peer (P2P) credit scoring by using "private information" about communications and travels of borrowers. We found that P2P borrowers' ego...
View ArticlePlanning Fallacy or Hiding Hand: Which Is the Better Explanation?....
This paper asks and answers the question of whether Kahneman's planning fallacy or Hirschman's Hiding Hand best explain performance in capital investment projects. I agree with my critics that the...
View ArticleValuation, Liquidity Price, and Stability of Cryptocurrencies....
Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will...
View ArticleEquilibrium in thin security markets under restricted participation....
We consider a market of financial securities with restricted participation, in which traders may not have access to the trade of all securities. The market is assumed thin: traders may influence the...
View ArticleDiscovering Bayesian Market Views for Intelligent Asset Allocation....
Along with the advance of opinion mining techniques, public mood has been found to be a key element for stock market prediction. However, in what manner the market participants are affected by public...
View ArticleOption Pricing Models Driven by the Space-Time Fractional Diffusion: Series...
In this paper, we focus on option pricing models based on space-time fractional diffusion. We briefly revise recent results which show that the option price can be represented in the terms of rapidly...
View ArticleDimensional Analysis in Economics: A Study of the Neoclassical Economic...
The fundamental purpose of the present research article is to introduce the basic principles of Dimensional Analysis in the context of the neoclassical economic theory, in order to apply such...
View ArticleRACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection....
Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising...
View ArticleRisk-neutral valuation under differential funding costs, defaults and...
We develop a unified valuation theory that incorporates credit risk (defaults), collateralization and funding costs, by expanding the replication approach to a generality that has not yet been studied...
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