Second Annual “Alberta Women On Boards” Index Reveals Largest...
The University of Calgary’s Haskayne School of Business (Haskayne) and the Alberta Securities Commission (ASC) today announced the results of the second annual Alberta Women on Boards Index.read more...
View ArticleIIROC Encourages Investors To Check Advisor Database Before Making Investment...
The Investment Industry Regulatory Organization of Canada (IIROC) is promoting its free advisor check database, IIROC AdvisorReport, during Investor Education Month to help investors when they are...
View ArticleEfficient Valuation of SCR via a Neural Network Approach. (arXiv:1610.01946v1...
As part of the new regulatory framework of Solvency II, introduced by the European Union, insurance companies are required to monitor their solvency by computing a key risk metric called the Solvency...
View ArticleTrading against disorderly liquidation of a large position under asymmetric...
We consider trading against a hedge fund or large trader that must liquidate a large position in a risky asset if the market price of the asset crosses a certain threshold. Liquidation occurs in a...
View ArticleAdministration Costs in the Management of Research Funds; A Case Study of a...
Research funding agencies routinely use a proportion of their total revenues to support internal administration and marketing costs. The ratio of administration to total costs, referred to as the...
View ArticleMontréal Exchange Market Holiday - Thanksgiving Day
Interest rate derivative trading will cease at 1:30 p.m. today, October 7, 2016. Furthermore, the Exchange's offices and markets will be closed on October 10, 2016 (Thanksgiving Day).
View ArticleSGX To Report 1Q FY2017 Results On 19 October
Singapore Exchange (SGX) is reporting first-quarter results for Financial Year 2017 (FY2017) after the market closes on 19 October 2016.read more...
View ArticleTaiwan Stock Exchange And Korea Exchange Expand Ties With Cross-Listed ETFs
The Taiwan Stock Exchange (TWSE) and the Korea Exchange (KRX) announce the cross listing of ETFs tracking the benchmark indices of both markets. The move further expands the growing links and...
View ArticleNew Member Of SIX Group Executive Board
The Board of Directors of SIX has elected Daniel Schmucki as new Chief Financial Officer (CFO) at SIX and therefore as member of the Group Executive Board. Daniel Schmucki has long-standing and broad...
View ArticleTAIFEX Monthly Newsletter- October 2016
Click here to download TAIFEX Monthly Newsletter for October 2016.
View ArticleSGX Named “Derivatives Exchange Of The Year” By Asia Risk For...
Singapore Exchange (SGX) has been awarded “Derivatives Exchange of the Year” by Asia Risk magazine, securing the prestigious title for a third straight year. This adds to the exchange retaining two...
View ArticleEEX New Participant: Hera Trading S.r.l.
Hera Trading S.r.l. has been admitted to exchange trading for Phelix Futures/Options, Nordic Financial Power Futures/Options, French Financial Power Futures/Options, Italian Financial Power...
View ArticleDeutsche Börse Cash Market: Source GPR Real Estate Europe UCITS ETF...
A new equity index fund from the ETF offering issued by Source has been tradable in the XTF segment on Xetra and Börse Frankfurt since Monday.read more...
View ArticleMeasuring Liquidity Mismatch in the Banking Sector -- by Arvind...
This paper implements a liquidity measure, "Liquidity Mismatch Index (LMI)," to gauge the mismatch between the market liquidity of assets and the funding liquidity of liabilities. We construct the LMIs...
View ArticleWhat Makes a Price Fair? An Experimental Analysis of Market Experience and...
People's fairness preferences are an important constraint for what constitutes an acceptable economic transaction, yet little is known about how these preferences are formed. In this paper, we provide...
View ArticleGlobal Firms -- by Andrew B. Bernard, J. Bradford Jensen, Stephen J. Redding,...
Research in international trade has changed dramatically over the last twenty years, as attention has shifted from countries and industries towards the firms actually engaged in international trade....
View ArticleLate-in-Life Risks and the Under-Insurance Puzzle -- by John Ameriks, Joseph...
Individuals face significant late-in-life risks, including needing long-term care (LTC). Yet, they hold little long-term care insurance (LTCI). Using both "strategic survey questions," which identify...
View ArticleLearning and Earning: An Approximation to College Value Added in Two...
This paper explores the implications of measuring college productivity in two different dimensions: earning and learning. We compute system-wide measures using administrative data from the country of...
View ArticleWhy Not Taxation and Representation? A Note on the American Revolution -- by...
Why did the most prosperous colonies in the British Empire mount a rebellion? Even more puzzling, why didn't the British agree to have American representation in Parliament and quickly settle the...
View ArticleDo Rare Events Explain CDX Tranche Spreads? -- by Sang Byung Seo, Jessica A....
We investigate whether a model with a time-varying probability of economic disaster can explain the pricing of collateralized debt obligations, both prior to and during the 2008-2009 financial crisis....
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