Managerial Overconfidence and Manipulation of Operating Cash Flow: Evidence...
Publication date: Available online 31 October 2019Source: Finance Research LettersAuthor(s): Daecheon Yang, Hyuntae KimAbstractManagerial overconfidence theory documents that overconfident managers...
View ArticleMeasuring expected shortfall under semi-parametric expected shortfall...
In this paper, the authors investigate the applicability of semi-parametric approaches for estimating expected shortfall.
View ArticleSEC Issues Agenda for Nov. 4 Meeting of the Fixed Income Market Structure...
(function($){ $(document).ready(function() { $(".submitcommentslink").each(function(idx, lnk) { $(lnk).click(function(e) { e.preventDefault(); $(".comment-form").submit(); }); }); }); })(jQuery); The...
View ArticleSEC Charges International Security-Based Swaps Dealer That Targeted U.S....
The Securities and Exchange Commission today charged XBT Corp. SARL d/b/a First Global Credit, a Switzerland-based securities dealer, for offering and selling unregistered security-based swaps to U.S....
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It's Time to Go
When I released my first post on the blog on 20th. Febuary 2011 I really wasn't sure what to expect! After all, I was aiming to reach a somewhat niche audience.Well, 949 posts and 7.4 million page-hits...
View ArticleQuantpedia in October 2019
Dear readers, Seven new Quantpedia Premium strategies have been added into our database in October, and five new related research papers have been included into existing Premium strategies....
View ArticleBlenheim Closes, Ushering in a New Era in Commodities
Willem Kooyker is folding up his tent at Blenheim Capital, the commodities-focused hedge fund headquartered in an office park in Berkeley Heights, N.J. Kooyker is a legend. In 1981, he went to work at...
View ArticleMultilevel evolutionary developmental optimization (MEDO): A theoretical...
What is motivation and how does it work? Where do goals come from and how do they vary within and between species and individuals? Why do we prefer some things over others? MEDO is a theoretical...
View ArticleKernel Based Estimation of Spectral Risk Measures. (arXiv:1903.03304v2...
Spectral risk measures (SRMs) belongs to the family of coherent risk measures. A natural estimator for the class of spectral risk measures (SRMs) has the form of $L$-statistics. In the literature,...
View ArticleSEC Charges Issuer and CEO with Violating Whistleblower Protection Laws to...
The Securities and Exchange Commission today filed an amended complaint against online auction portal Collectors Café and its CEO Mykalai Kontilai to add allegations that they unlawfully sought to...
View ArticleCan the Intermediary Capital Risk Predict Foreign Exchange Rates?
Publication date: Available online 3 November 2019Source: Finance Research LettersAuthor(s): Libo YinAbstractThe intermediary capital risk (ICR) is recently perceived as an important indicator of...
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