Financial Market Dynamics: Superdiffusive or not?. (arXiv:1608.07752v1...
The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the...
View ArticleForeign Exchange Market Performance: Evidence from Bivariate Time Series...
There are many studies dealing with the analysis of similarity among currencies in foreign exchange market by using network analysis approach. In those studies, each currency is represented by a...
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Shenzhen Stock Exchange Market Bulletin 29 August , 2016, Issue 30
In the first half of 2016, an average of 40,000 new market entities and 14,000 new enterprises were registered daily in China, thanks to a simplified registration process. China has cut red tape for...
View ArticlePublication Of JPX Working Paper, Vol.15 “Applicability Of Distributed...
Japan Exchange Group, Inc. (JPX) today published JPX Working Paper, Vol.15 “Applicability of Distributed Ledger Technology to Capital Market Infrastructure”.JPX Working Papers highlight research and...
View ArticleASIC Releases Guidance On Regulating Digital Advice
ASIC has today released its guidance on providing digital financial product advice for retail investors: Providing digital financial product advice to retail clients (RG 255).read more...
View ArticleRisk measures and Margining control. (arXiv:1608.08283v1 [q-fin.RM])
This document constitutes the final report of the contractual activity between Directa SIM and Dipartimento di Automatica e Informatica, Politecnico di Torino, on the research topic titled...
View ArticleOn the Market-Neutrality of Optimal Pairs-Trading Strategies....
We consider the problem of optimal investment in a market with two cointegrated stocks and an agent with CRRA utility. We extend the findings of Liu and Timmermann [The Review of Financial Studies,...
View ArticleWhat is the Contribution of Intra-household Inequality to Overall Income...
Intra-household inequality continues to remain a neglected corner despite renewed focus on income and wealth inequality. Using the LIS micro data, we present evidence that this neglect is equivalent to...
View ArticleTokyo Commodity Exchange: Changes To The Hallmarks On Deliverable Grades
The hallmark on the below Deliverable Grade of Precious Metals has been modified :read more...
View ArticleWestpac MNI China Consumer Sentiment Indicator Falls To Six-Month Low In...
Chinese consumer sentiment edged down in August in a broad based deterioration which saw declining optimism toward personal finances, business conditions and the job market. On a more optimistic note,...
View ArticleEvercore Announces Expansion Of M&A Alliance With South Korea's NH...
Evercore (NYSE: EVR), a leading independent investment banking advisory firm headquartered in New York, USA and NH Investment & Securities ("NH"), the leading South Korea-based investment bank,...
View ArticleThe Technancial Company And Associates In Capital Markets Join Forces To...
Leading real-time risk management and trade surveillance solutions firm, The Technancial Company (TTC) and London based specialist advisory firm Associates in Capital Markets (ACAPM) today announce a...
View ArticleAbu Dhabi Global Market Issues Public Consultation On Its FinTech Legislative...
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) today issued a public consultation paper inviting public feedback and comments for its proposed legislative...
View ArticleEEX: Trading In Wind Power Futures To Begin In Early October
The European Energy Exchange (EEX) has announced the launch date for trading in the new Wind Power Futures product. From 4 October 2016 onwards, trading participants on the EEX Derivatives Market will...
View ArticleHong Kong's Securities And Futures Commission Reprimands And Fines BNP...
The Securities and Futures Commission (SFC) has reprimanded and fined BNP Paribas Wealth Management (BNPPWM) $4 million for overcharging its clients between 1 January 2011 and 31 December 2013 (Note...
View ArticleStrong Inflows Boost BNP Paribas Mortgage Fund As Hunt For Yield Continues
The BNP Paribas Flexi I US Mortgage Fund (‘the Fund’) has enjoyed strong inflows of more than USD450 million since the start of the year[1] as investors searching for higher yields in today’s low...
View ArticleNSD To Disclose Information On Concession Agreements
National Settlement Depository (NSD), Russia’s central securities depository, will expand its range of information services and begin publishing information on concession agreements.read more...
View Article31Aug/BIS, FSB and IMF publish elements of effective macroprudential policies
Press relase about the BIS, FSB and IMF publishing elements of effective macroprudential policies, 31 August 2016.
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