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...
View ArticleInformation 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,...
View ArticleA 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...
View ArticleTaylor'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...
View ArticleFederal 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...
View ArticleThe 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...
View ArticleSocial 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...
View ArticleSummary 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...
View ArticleClearstream: Access China-Domiciled Funds Via Vestima - Mainland...
International investors based in Hong Kong can now use their existing setup with Clearstream’s global Vestima fund processing platform to directly invest in MRF-eligible, China-domiciled funds. The...
View ArticleMalawi Stock Exchange Weekly Trading Report - 7 October, 2016
Click here to download Malawi Stock Exchange's weekly trading report for week ending 7 October, 2016
View Articleinnogy SE IPO On Frankfurt Stock Exchange - Largest IPO In 2016
innogy SE (ISIN: DE000A2AADD2) was listed in the Prime Standard of the Frankfurt Stock Exchange today. The listing involved admission to trading of around 555.6 million shares in total. The total issue...
View ArticleEEX: New Daily Records In Italian And Spanish Power Futures
Yesterday, EEX achieved their highest trading volumes in Power Futures for Italy and Spain since the launch of these products. In Italian Power Futures, a volume of 6,864,868 MWh was traded and...
View ArticleHong Kong's Securities And Futures Commission Seeks Compensation And...
The Securities and Futures Commission (SFC) has commenced legal proceedings in the Court of First Instance to seek disqualification orders against 10 former and current directors of Freeman FinTech...
View ArticleWhy is it cheaper to trade debt with a shorter maturity?
This research models the debt maturity choice of firms in the presence of fixed issuance costs in the primary market and searches frictions in the secondary market for debt.read more...
View ArticleACER: One Year Of Successful Data Collection Under REMIT
The Agency is completing today one full year of data collection under the EU Regulation on Wholesale Energy Integrity and Transparency (REMIT). On this occasion the Agency is publishing the REMIT...
View ArticleNew Thomson Reuters Toronto Technology Centre To Create 1,500 Jobs In Canada...
Thomson Reuters today announced the expansion of its Canadian operations with the creation of a new technology centre in downtown Toronto, Ontario. The Toronto Technology Centre is expected to create...
View ArticleTMX Group Equity Financing Statistics – September 2016
TMX Group today announced its financing activity on Toronto Stock Exchange and TSX Venture Exchange for September 2016.read more...
View ArticleTOM MTF Statistics Week 40, 2016
Click here to download the weekly statistics update of TOM MTF for week 40, 2016. In week 40 a total of 421.546 equity and index option contracts were traded resulting in a TOM MTF market share versus...
View ArticleCFTC’S Division of Market Oversight Extends Time-Limited No-Action...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Market Oversight (Division) today extended time-limited no-action relief to Swap Execution Facilities (SEFs) from certain...
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