Investment Funds, Markets Liquidity And The Investor - Speech By David...
Good afternoon. When I was invited to speak at today’s conference, I was asked if I would like to talk about the systemic risk posed by investment funds to the financial system, and the regulatory...
View ArticleAmman Stock Exchangeâs Seventeenth General Assembly Meeting
Amman Stock Exchange (ASE) held its Seventeenth Sixteenth General Assembly Meeting on Thursday, March 24, 2016. The meeting chaired by Mr. Marwan Al-Bataineh the chairman of the Board of Directors, in...
View ArticleBorsa Ä°stanbul: Amendments To Operation Principles Of The New...
Operation Principles of the New Market Making Program in VIOP have been updated as follows:read more...
View ArticleBursa Malaysia Amends Listing Requirements To Strengthen The Framework For...
Bursa Malaysia Berhad (“Bursa Malaysia” or “the Exchange”) has issued various amendments to the Main Market and ACE Market Listing Requirements (collectively the “LR”) today to raise the standards of...
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On clustering financial time series: a need for distances between dependent...
The following working document summarizes our work on the clustering of financial time series. It was written for a workshop on information geometry and its application for image and signal processing....
View ArticleETFs/ETPs Listed In Asia Pacific Ex Japan Gathered 2.42 Billion US Dollars In...
ETFs/ETPs listed in Asia Pacific ex Japan gathered net inflows of US$2.42 Bn in February 2016, according to data from ETFGI’s February 2016 global ETF and ETP industry insights report. In the first two...
View ArticleFollow-Up Announcement By The Saudi Stock Exchange (Tadawul) Regarding To...
With reference to the Saudi Stock Exchange announcement dated 01/05/1437H corresponding to 10/02/2016G, in relation to changing its equities and ETF markets trading hours, the Saudi Stock Exchange...
View ArticleDalian Commodity Exchange: Notice On Collecting Seat Fees Of 2016
According to the rules and regulations of DCE for collecting seat fees, DCE will, in early April, collect the seat fees of 2016 by transferring and deducting from the members’ settlement reserves...
View ArticleDalian Commodity Exchange: Notice On Adjustments To Minimum Trading Margin,...
According to Clause 9 of the “Measures for Risk Management of Dalian Commodity Exchange”, it has been decided upon discussion that DCE would make the following adjustments to the trading margin and...
View ArticleCrowdsourcing City Government: Using Tournaments to Improve Inspection...
Can open tournaments improve the quality of city services? The proliferation of big data makes it possible to use predictive analytics to better target services like hygiene inspections, but city...
View ArticleViewpoint: The Human Capital Approach to Inference -- by W. Bentley MacLeod
The purpose of this essay is to discuss the "human capital" approach to inference. Observed decisions by experts can be used to organize data on their decisions using simple machine learning...
View ArticleNeoclassical Models in Macroeconomics -- by Gary D. Hansen, Lee E. Ohanian
This chapter develops a toolkit of neoclassical macroeconomic models, and applies these models to the U.S. economy from 1929 through 2014. We first filter macroeconomic time series into business cycle...
View ArticleCan Iron-Fortified Salt Control Anemia? Evidence from Two Experiments in...
Iron deficiency anemia is frequent among the poor worldwide. While it can be prevented with the appropriate supplement or food fortification, these programs often do not consistently reach the poorest....
View ArticleAcademics vs. Athletics: Career Concerns for NCAA Division I Coaches -- by...
We analyze the promotions and firings of NCAA Division 1 college basketball and college football coaches to assess whether these coaches are rewarded for the academic performance of their players in...
View ArticleInternational Shocks and Domestic Prices: How Large Are Strategic...
How strong are strategic complementarities in price setting across firms? In this paper, we provide a direct empirical estimate of firm price responses to changes in prices of their competitors. We...
View ArticleBeyond Job Lock: Impacts of Public Health Insurance on Occupational and...
We examine whether greater Medicaid generosity encourages mobility towards riskier but better jobs in higher paid occupations and industries. We use Current Population Survey Data and exploit variation...
View ArticleLabor Market Institutions in the Gilded Age of American Economic History --...
Although 19th century American labor markets were unencumbered by regulatory legislation, labor market institutions played an active role determining labor market outcomes and the distribution of...
View ArticleThe Risk Anomaly Tradeoff of Leverage -- by Malcolm Baker, Mathias F. Hoeyer,...
Higher-beta and higher-volatility equities do not earn commensurately higher returns, a pattern known as the risk anomaly. In this paper, we consider the possibility that the risk anomaly represents...
View ArticleTrading Skill: Evidence from Trades of Corporate Insiders in Their Personal...
We study trading patterns of corporate insiders in their own personal portfolios. To do so, we identify accounts of corporate insiders in a large dataset provided by a retail discount broker. We show...
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