Trading on the Floor after Sweeping the Book. (arXiv:2001.06445v1 [q-fin.TR])
Informed traders need to trade fast in order to profit from their private information before it becomes public. Fast electronic markets provide such liquidity. Slow markets provide execution in an...
View ArticleThe sub-fractional CEV model. (arXiv:2001.06412v1 [q-fin.MF])
The sub-fractional Brownian motion (sfBm) could be considered as the intermediate step between the standard Brownian motion (Bm) and the fractional Brownian motion (fBm). By the way, subfractional...
View ArticleCommunicability in the World Trade Network -- A new perspective for community...
Community detection in a network plays a crucial role in the economic and financial contexts, specifically when applied to the World Trade Network. We provide a new perspective in which clusters of...
View ArticleCorporate Governance, Noise Trading and Liquidity of Stocks....
Our main task is to study the effect of corporate governance on the market liquidity of listed companies' stocks. We establish a theoretical model that contains the heterogeneity of investors' beliefs...
View ArticleComparing School Choice and College Admission Mechanisms By Their Immunity to...
Recently dozens of school districts and college admissions systems around the world have reformed their admission rules. As a main motivation for these reforms the policymakers cited strategic flaws of...
View ArticleRecovering Network Structure from Aggregated Relational Data using Penalized...
Social network data can be expensive to collect. Breza et al. (2017) propose aggregated relational data (ARD) as a low-cost substitute that can be used to recover the structure of a latent social...
View ArticleExamining the correlation of the level of wage inequality with labor market...
Technological change is responsible for major changes in the labor market. One of the offspring of technological change is the SBTC, which is for many economists the leading cause of the increasing...
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When online sellers use different prices for different consumers
Do you shop online? If so, sellers are likely to know a lot about you: purchase histories, browsing histories, where you live, which operating system you use, and so on. Consumers and policymakers are...
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ISDA, AFME, ICMA, SIFMA and SIFMA AMG Launch Benchmark Transition Roadmap
ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and the Securities Industry and Financial Markets Association (SIFMA) and its asset...
View ArticleISDA CEO on CNBC Squawk Box: Discussing Transition Away from LIBOR
CNBC Squawk Box: Scott OâMalia, CEO at ISDA, says a method must be developed for the transfer of legacy contracts to a “safer, more robust transaction base” beyond Libor. The post ISDA CEO on CNBC...
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ISDA, AFME, ICMA, SIFMA and SIFMA AMG Publish Global Benchmark Report
ISDA, the Association of Financial Markets in Europe (AFME), International Capital Market Association (ICMA) and the Securities Industry and Financial Markets Association (SIFMA) and its asset...
View ArticleIBOR Global Benchmark Transition Report
Interbank offered rates (IBORs) play a central role in financial markets, and act as reference rates to hundreds of trillions of dollars in notional amount of derivatives and trillions of dollars in...
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ISDA/SIFMA AMG Benchmark Strategies Forum 2020
Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners should consider as they adopt and trade alternative risk-free rates (RFRs). The conference...
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ISDA/SIFMA AMG Benchmark Strategies Forum 2020
Founding Sponsor: The ISDA Benchmark Strategies Forum 2020 will explore the issues market practitioners should consider as they adopt and trade alternative risk-free rates (RFRs). The conference...
View ArticleLiquidity impact on assets pricing in the context of Fama and French model
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 355-374, January 2019.
View ArticleExploring the antecedents of intention towards adoption of internet banking:...
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 334-354, January 2019.
View ArticleBlockchain technology: challenges and opportunities for banks
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 314-333, January 2019.
View ArticleA century of strategic management and corporate sustainability: how may...
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 304-313, January 2019.
View ArticleThe role of financial exclusion in weakening the performance of banks:...
International Journal of Financial Innovation in Banking, Volume 2, Issue 4, Page 279-303, January 2019.
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