Quantpedia Premium Update – 31st January 2019
Three new strategies have been added. Two new related research papers have been included into existing strategy reviews. And two short free blog posts have been published during last few weeks. The...
View ArticleDiane Coyle on Twitter
Hooray! pic.twitter.com/Vm7t7dCmte â Diane Coyle (@DianeCoyle1859) January 30, 2020
View ArticleMoneyScience: Neuroeconomics: An overview from an economic perspective (pdf,...
Resource: Neuroeconomics: An overview from an economic perspective (pdf, 2005) https://t.co/QLf968oU5X â moneyscience (@moneyscience) January 31, 2020
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The young today may be the first cohort to experience large-scale precarity
The 2008 crisis crystallised the trend towards âprecariousâ labour market conditions â stagnation in earnings growth, skills under-utilisation, labour market âhollowing outâ, and the...
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Electricity, Gravity and Statics
ElectrogravitostaticsContinue reading on Cantorâs Paradise »
View ArticleStar Ratings and the Incentives of Mutual Funds
ABSTRACT We propose a theory of reputation to explain how investors rationally respond to mutual fund star ratings. A fund's performance is determined by its information advantage, which can be...
View ArticleCorporate Control around the World
ABSTRACT We study corporate control tracing controlling shareholders for thousands of listed firms from 127 countries over 2004â2012. Government and family control is pervasive in civilâlaw...
View ArticleDoes Financial Inclusion impact CO2 Emissions? Evidence from Asia
Publication date: Available online 31 January 2020Source: Finance Research LettersAuthor(s): Thai-Ha Le, Ha-Chi Le, Farhad Taghizadeh-HesaryAbstractThis study examines the impact of financial inclusion...
View ArticleStar Ratings and the Incentives of Mutual Funds
ABSTRACT We propose a theory of reputation to explain how investors rationally respond to mutual fund star ratings. A fund's performance is determined by its information advantage, which can be...
View ArticleCorporate Control around the World
ABSTRACT We study corporate control tracing controlling shareholders for thousands of listed firms from 127 countries over 2004â2012. Government and family control is pervasive in civilâlaw...
View ArticleQuantpedia in January 2020
Dear readers, Five new Quantpedia Premium strategies have been added into our database in January, and five new related research papers have been included into existing Premium strategies....
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Indebted: How Families Make College Work at Any Cost – Book Review
Indebted: How Families Make College Work at Any Cost. Caitlin Zaloom. Princeton University Press. 2019. Find this book:Â Laura and Chris are the proud parents of Sam and Mark who respectively attend...
View ArticleFinance blog Zero Hedge was banned from Twitter for Wuhan coronavirus...
Zero Hedge has been permanently suspended from Twitter for what the platform deemed as spreading misinformation over the Wuhanâ¦
View ArticleAlternative Data: A Road to Alpha
Investment management firms are increasingly hard-pressed to hedge away risks, increase alpha, and lower costs: a daunting agenda. One way of going about that is by knowing what is going on in the...
View ArticleSupervised Machine Learning for Eliciting Individual Demand....
Direct elicitation, guided by theory, is the standard method for eliciting individual-level latent variables. We present an alternative approach, supervised machine learning (SML), and apply it to...
View ArticleOptimal market making under partial information with general intensities....
Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the...
View ArticleStructured climate financing: valuation of CDOs on inhomogeneous asset pools....
Recently, a number of structured funds have emerged as public-private partnerships with the intent of promoting investment in renewable energy in emerging markets. These funds seek to attract...
View ArticleRevisiting integral functionals of geometric Brownian motion....
In this paper we revisit the integral functional of geometric Brownian motion $I_t= int_0^t e^{-(mu s +sigma W_s)}ds$, where $muinmathbb{R}$, $sigma > 0$, and $(W_s )_s>0$ is a standard Brownian...
View ArticleNAPLES;Mining the lead-lag Relationship from Non-synchronous and...
In time-series analysis, the term "lead-lag effect" is used to describe a delayed effect on a given time series caused by another time series. lead-lag effects are ubiquitous in practice and are...
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