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Weekly Top 5 Papers â September 16, 2016
1. A Brief Introduction to the Basics of Game Theory by Matthew O. Jackson (Stanford University)read more...
View Article18Sep/September 2016 BIS Quarterly Review: Markets pass Brexit test
BIS Press Release - The September issue of the BIS Quarterly Review says Markets recovered quickly from the shock of the Brexit vote. Central banks have exerted a calming influence and have eased...
View Article18Sep/BIS Quarterly Review, September 2016
BIS Quarterly Review for September 2016: Dissonant markets? Special features on "Covered interest parity lost: understanding the cross-currency basis", "Foreign exchange market intervention in EMEs:...
View ArticleAmman Stock Exchange:Tuesday 20th Sep, 2016 A Public Holiday Due To Jordan...
According to a communiqué issued by the Prime Minister to participate in Jordan Parliamentary Elections 2016, the Amman Stock Exchange (ASE) will observe a holiday on Tuesday 20 Sep, 2016.
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 8 September 2016 amounted to SAR 13.18 billion, increasing by 4.77% over the previous week; while total stock market capitalization reached SAR...
View ArticleADX Market Capitalization Records A 30 Billion Dirhams Increase For First 8...
Abu Dhabi Securities Exchange (ADX) market capitalization has jumped to reach 441 billion dirhams during the first eight months of 2016, according to Rashed Al Blooshi, Chief Executive of ADX. “The...
View ArticleNational Day Holiday For The Saudi Stock Exchange (Tadawul)
The Saudi Stock exchange (Tadawul) in accordance to the High Order no 7/1600/MB dated 02/11/1425 AH announce that Thursday 22 September 2016 will be National day holiday and that trading will be...
View ArticleChinese Medical Device Market and The Investment Vector. (arXiv:1609.05200v1...
China has attracted increasing amounts of foreign investment since it opened its doors to the world and whilst many analysts have focused on foreign investment in popular areas, little has been written...
View ArticleThe microstructural foundations of leverage effect and rough volatility....
We show that typical behaviors of market participants at the high frequency scale generate leverage effect and rough volatility. To do so, we build a simple microscopic model for the price of an asset...
View ArticleCopula-Based Univariate Time Series Structural Shift Identification Test....
An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time...
View ArticleA Simple Model of Credit Expansion. (arXiv:1609.05055v1 [q-fin.GN])
The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises....
View ArticleExport dynamics as an optimal growth problem in the network of global...
We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms...
View ArticleSpatial firm competition in two dimensions with linear transportation costs:...
Models of spatial firm competition assume that customers are distributed in space and transportation costs are associated with their purchases of products from a small number of firms that are also...
View ArticleAsset Pricing in a Semi-Markov Modulated Market with Time-dependent...
This project attempts to address the problem of asset pricing in a financial market, where the interest rates and volatilities exhibit regime switching. This is an extension of the Black-Scholes model....
View ArticleMicroscopic Understanding of Cross-Responses between Stocks: a Two-Component...
We construct a price impact model between stocks in a correlated market. For the price change of a given stock induced by the short-run liquidity of this stock itself and of the information about other...
View ArticleShenzhen Stock Exchange Signed A Strategic Cooperation Agreement With Inner...
On September 12, 2016, Shenzhen Stock Exchange (‘SZSE’) signed a strategic cooperation agreement with Inner Mongolia Autonomous Region in Hohhot, both parties reported their own recent development...
View ArticleTokyo Commodity Exchange: Go-Live Date Of Next Generation Derivatives Trading...
TOCOM has been preparing for the go-live of new trading system, which is developed to expand market liquidity and further improve reliability and convenience for investors, trading participants, and...
View ArticleASIC Reports On Review Of Marketing Practices In IPOs
ASIC has warned firms and issuers involved in initial public offerings (IPOs) in Australia to ensure their marketing campaigns comply with the letter and spirit of the law, particularly when using...
View ArticleSGX And ICBC Sign MOU To Enhance Capital Market Links Between Singapore And...
Singapore Exchange (SGX) and Industrial and Commercial Bank of China Limited (ICBC) today signed a memorandum of understanding (MOU) to collaborate on a range of areas that will enhance the links...
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