SEC Halts Penny Stock Scheme Targeting Seniors
The Securities and Exchange Commission today announced that it has filed an emergency action and obtained an asset freeze against the operators of a South Florida-based investment scheme that...
View ArticleChief Administrative Law Judge Brenda Murray to Retire
The Securities and Exchange Commission today announced that Chief Administrative Law Judge Brenda Murray is retiring after 50 years of federal service, including 25 years as Chief Administrative Law...
View ArticleQuants of the year: Andrei Lyashenko and Fabio Mercurio - Risk.net
2020 Quants of the year: Andrei Lyashenko and Fabio Mercurio https://t.co/iev3hziiDp #quantfinance â moneyscience (@moneyscience) November 28, 2019
View ArticleMoneyScience: Online Training - Ultimate Beginners Excel VBA Finance Course...
Resource: Online Training - Ultimate Beginners Excel VBA Finance Course for Banking https://t.co/gwXSJ4G1AG â moneyscience (@moneyscience) November 28, 2019
View ArticleKeynote Address — 2019 ICI Securities Law Developments Conference
Keynote Address: 2019 ICI Securities Law Developments Conference, by Dalia Blass, Director, Division of Investment Management, December 3, 2019
View ArticleRough stochastic elasticity of variance and option pricing
Publication date: Available online 28 November 2019Source: Finance Research LettersAuthor(s): Jiling Cao, Jeong-Hoon Kim, See-Woo Kim, Wenjun ZhangAbstractThis study is concerned with the elasticity of...
View ArticleExecutive Compensation, Macroeconomic Conditions, and Cash Flow Cyclicality
Publication date: Available online 28 November 2019Source: Finance Research LettersAuthor(s): Stefano ColonnelloAbstractI model the joint effects of debt, macroeconomic conditions, and cash flow...
View ArticleEconomic Policy Uncertainty and Exchange Rates in Emerging Markets: Short and...
Publication date: Available online 29 November 2019Source: Finance Research LettersAuthor(s): Abir AbidAbstractWe revisit the association between fundamentals and exchange rates in emerging markets...
View ArticleEfficiency in the Markets of Crypto-Currencies
Publication date: Available online 29 November 2019Source: Finance Research LettersAuthor(s): Vu Le Tran, Thomas LeirvikAbstractWe show that the level of market-efficiency in the five largest...
View ArticleA neural approach to the value investing tool F-score
Publication date: Available online 29 November 2019Source: Finance Research LettersAuthor(s): Ruth Gimeno, Lidia Lobán, Luis VicenteAbstractThis work is the first neural approach to Piotroski's (2000)...
View ArticleProfitability and Money Propagation in Communities of Bank Clients: A Visual...
Publication date: Available online 2 December 2019Source: Finance Research LettersAuthor(s): Luis Berggrun, Juan Salamanca, Javier DÃaz, Juan David OspinaAbstractWe analyze financial transactions of...
View ArticleCan we beat the Random Walk? The case of survey-based exchange rate forecasts...
Publication date: Available online 3 December 2019Source: Finance Research LettersAuthor(s): Pablo Pincheira-Brown, Federico NeumannAbstractWe examine the accuracy of survey-based expectations of the...
View ArticleA realized EGARCH-MIDAS model with higher moments
Publication date: Available online 3 December 2019Source: Finance Research LettersAuthor(s): Xinyu Wu, Haibin XieAbstractThis paper proposes a realized EGARCH-MIDAS model with higher moments...
View ArticleRealised volatility connectedness among Bitcoin exchange markets
Publication date: Available online 3 December 2019Source: Finance Research LettersAuthor(s): Qiang Ji, Elie Bouri, Ladislav Kristoufek, Brian LuceyAbstractThis paper examines the system of Bitcoin...
View ArticleQuantpedia Premium Update – 30th November 2019
Three new strategies have been added. Three new related research papers have been included into existing strategy reviews. And two short free blog posts about interesting related research papers have...
View ArticleQuantpedia in November 2019
Dear readers, Six new Quantpedia Premium strategies have been added into our database in November, and five new related research papers have been included into existing Premium strategies....
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