General Semi-Markov Model for Limit Order Books: Theory, Implementation and...
The paper considers a general semi-Markov model for Limit Order Books with two states, which incorporates price changes that are not fixed to one tick. Furthermore, we introduce an even more general...
View ArticleElectoral Stability and Rigidity. (arXiv:1608.05038v1 [q-fin.EC])
Some argue that political stability is best served through a two-party system. This study refutes this. The author mathematically defines the stability and rigidity of electoral systems comprised of...
View ArticleRisk reduction and Diversification within Markowitz's Mean-Variance Model:...
The conventional wisdom of mean-variance (MV) portfolio theory asserts that the nature of the relationship between risk and diversification is a decreasing asymptotic function, with the asymptote...
View ArticleBayesian Posteriors For Arbitrarily Rare Events. (arXiv:1608.05002v1 [math.ST])
Each period, either a blue die or a red die is tossed. The two dice land on side \bar{k} with unknown probabilities $p_{\bar{k}}$ and $q_{\bar{k}}$, which can be arbitrarily low. Given a...
View ArticleMonetary economics from econophysics perspective. (arXiv:1608.04832v1...
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper...
View ArticleThe Sales Boss: The Real Secret to Hiring, Training and Managing a Sales Team
The Sales Boss reveals the secrets to great sales management, and provides direct examples of how you can start being that manager today. The not-so-secret "secret" is that a winning sales team is made...
View ArticleHKEX: Arrangements For Adjustment Of SOHO China Futures
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to SOHO China Ltd (SOHO China) futures to account for SOHO China’s special dividend.read more...
View ArticleMalawi Stock Exchange Weekly Trading Report - 19 August, 2016
Click here to download Malawi Stock Exchange's weekly trading report for the week ending 19 August, 2016.
View ArticleIncorporating energy into production functions
In my last post on my Debtwatch blog, I finished by saying that the Physiocrats were the only School of economics to properly consider the role of energy in production. They ascribed it solely to...
View ArticleThai Listed Firms Show Strong Growth With Q2 Earnings Up 12%
Companies listed on The Stock Exchange of Thailand (SET) reported a net profit of THB 245.25 billion (approx. USD 7.03 billion) in the second quarter of 2016, growing 11.83 percent from Q2/2015, and up...
View ArticleWeekly Top 5 Papers – August 19, 2016
1. Explaining Nationalist Political Views: The Case of Donald Trump by Jonathan Rothwell (Gallup)read more...
View ArticleApproval Of Shenzhen Hong-Kong Stock Connect
The China Securities Regulatory Commission (CSRC), Hong Kong Securities & Futures Commission (SFC) issued a joint announcement on 16 August, 2016, approving in principle the establishment of mutual...
View ArticleMonetary Authority Of Singapore Sets Out Strategies For Electronic Payments...
The Monetary Authority of Singapore (MAS) today articulated strategies to promote electronic payments in Singapore, and has published a “Singapore Payments Roadmap” which it has commissioned KPMG...
View ArticleTOM MTF Statistics Week 33, 2016
Click here to download the weekly statistics update of TOM MTF for week 33, 2016. In week 33 a total of 330.759 equity and index option contracts were traded resulting in a TOM MTF market share versus...
View ArticleNigerian Stock Exchange Weekly Report For Week Ending 19 August 2016
A turnover of 1.375 billion shares worth N12.940 billion in 16,915 deals were traded this week by investors on the floor of the Exchange in contrast to a total of 1.361 billion shares valued at N10.711...
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The Bonfire of Venture Capital: The Good, Bad and Ugly Side of Cash Burn!
In my last post on Uber, I noted that it was burning through cash and that this cash burn, by itself, is neither unexpected nor a bad sign. Since I got quite a few comments on what I said, I decided to...
View ArticleNew York State Department Of Financial Services Fines Mega Bank $180 Million...
Financial Services Superintendent Maria T. Vullo today announced that Mega International Commercial Bank of Taiwan will pay a $180 million penalty and install an independent monitor for violating New...
View ArticleCFTC Charges Deutsche Bank AG with Multiple Swap Reporting Violations,...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil Complaint in the U.S. District Court for the Southern District of New York today, charging Deutsche Bank AG, a global banking and...
View ArticleCFTC Charges Forex Capital Markets, LLC with Undercapitalization, Failing to...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action in the U.S. District Court for the Southern District of New York against Forex Capital Markets, LLC, charging FXCM...
View ArticleCFTC Commitments Of Traders Reports Update
The current reports for the week of August 16, 2016 are now available.read more...
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