MoneyScience News |
- When Good Investments Go Bad: The Contraction in Community Bank Lending After the 2008 GSE Takeover - http://t.co/GCxKlyKw #tcm
- Video - Paul Kedrosky on Apple, BATS and HFT
- Blog Post: TheReformedBroker: Hot Links: Messy Bull
- In case you missed it last week: 250+ #Finance Tweeters Worth Following - http://t.co/HWzBM1wG
- Blog Post: QFINANCE: Genius or Sucker? The Dilemma of Being a Goldman Sachs Client
- Blog Post: HighFrequencyTradingReview: APM is expected to be a growth area for bank IT spending [ITRS]
- Published / Preprint: The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate
- Published / Preprint: Financial liberalization, structural breaks and stock market volatility: evidence from South Africa
- Published / Preprint: Capital structure adjustments in private business group companies
- Published / Preprint: Board structure, corporate governance and firm value: evidence from Hong Kong
- Blog Post: TheFinancialServicesClub: Things worth reading: 26th March 2012
- Blog Post: Debtwatch: Lars Schall interview
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @ricemba @iesebs @esadeexed @ieseexeced @insead
- Blog Post: PsyFiBlog: Do Stocks Always Outperform (in the Long Run)?
- Published / Preprint: Dynamic Stock Market Linkages and Market Efficiency. (arXiv:1203.5176v1 [q-fin.ST])
- Published / Preprint: Rent distribution in a simple model of housing price formation. (arXiv:1203.5298v1 [q-fin.GN])
- Blog Post: AllAboutAlpha: Video: Cristian Tiu, Assistant Professor of Finance University at Buffalo
- Blog Post: Falkenblog: The Ineffable Intuition of Chicken Sexers
- Blog Post: TimingLogic: The Proletariat State's Attempted Destruction Of Human Expression And The Arts
- RT @freakonometrics: RT @NeuroPolarbear "Do professors work hard enough?" http://t.co/WMCFg7TZ via @TomRoud
- Blog Post: mathfinance: Python in Matlab Week in Review 250312
- Published / Preprint: A generalized birthâdeath stochastic model for high-frequency order book dynamics
- Published / Preprint: Integer-valued Lévy processes and low latency financial econometrics
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @BPP @HandelshoyskBI @EuromedMgmt
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @essecventures @IsenbergUMass @DardenMBA
- Video: Algos: Whatâs Happening Now
- US Government Agencies Comparing Notes On Algo Feeds
- The Week in MoneyScience - Digest 09/03/12
- Research Library: A Comprehensive Look at Financial Volatility Prediction by Economic Variables (pdf)
- Research Library: The Role of Risk Aversion in Non-Conscious Decision Making
Posted: 26 Mar 2012 05:01 AM PDT |
Video - Paul Kedrosky on Apple, BATS and HFT Posted: 26 Mar 2012 04:58 AM PDT |
Blog Post: TheReformedBroker: Hot Links: Messy Bull Posted: 26 Mar 2012 04:46 AM PDT |
In case you missed it last week: 250+ #Finance Tweeters Worth Following - http://t.co/HWzBM1wG Posted: 26 Mar 2012 03:59 AM PDT |
Blog Post: QFINANCE: Genius or Sucker? The Dilemma of Being a Goldman Sachs Client Posted: 26 Mar 2012 03:31 AM PDT |
Posted: 26 Mar 2012 03:07 AM PDT 26th March 2012, London: The leading global provider of specialist Application Performance Monitoring (APM) technology to the world’s financial community, ITRS Group Ltd, is expecting a greater take-up of its sector-specific, tailored approach to APM.read more... Visit MoneyScience for the Complete Article. |
Posted: 26 Mar 2012 02:27 AM PDT |
Posted: 26 Mar 2012 02:27 AM PDT |
Published / Preprint: Capital structure adjustments in private business group companies Posted: 26 Mar 2012 02:27 AM PDT |
Published / Preprint: Board structure, corporate governance and firm value: evidence from Hong Kong Posted: 26 Mar 2012 02:27 AM PDT |
Blog Post: TheFinancialServicesClub: Things worth reading: 26th March 2012 Posted: 26 Mar 2012 01:48 AM PDT |
Blog Post: Debtwatch: Lars Schall interview Posted: 26 Mar 2012 01:45 AM PDT Lars Schall is a freelance financial journalist in the industrial heartland of Germany, the Ruhr Area, who focuses on oil, precious metals and the monetary system. Lars interviewed me several weeks ago for his podcast; click here for the MP3 file, or listen to the link below. Lars’s overview of the interview is available here. Visit MoneyScience for the Complete Article. |
Posted: 26 Mar 2012 12:32 AM PDT |
Blog Post: PsyFiBlog: Do Stocks Always Outperform (in the Long Run)? Posted: 25 Mar 2012 11:21 PM PDT Funny Futures The equity premium puzzle is one of the longest standing anomalies in finance: the finding that stockmarket investing outperforms other types of investment by a significant amount. Generally youâd expect the price of shares to rise until this advantage was cancelled out, but this hasnât happened and has made quite a lot of futurologists look rather silly. It turns out, though,... Visit MoneyScience for the Complete Article. |
Posted: 25 Mar 2012 05:32 PM PDT In this paper, we develop new methodologies to analyze time-varying structure of international linkages and evolving market efficiency in stock markets. We consider the time-varying VAR (TV-VAR) model, and apply it to obtain time-varying impulse responses over time between the U.S. and Japanese stock markets. Our empirical results provide a new perspective that is the stock market linkages and... Visit MoneyScience for the Complete Article. |
Posted: 25 Mar 2012 05:32 PM PDT We consider a simple stochastic model of a urban housing market, in which the interaction of tenants and landlords induces rent (or price) fluctuations. We simulate the model numerically and measure the equilibrium price distribution, which is found to be well-described by a lognormal law. We also study the influence of the density of agents (or equivalently, the vacancy rate) on the price... Visit MoneyScience for the Complete Article. |
Blog Post: AllAboutAlpha: Video: Cristian Tiu, Assistant Professor of Finance University at Buffalo Posted: 25 Mar 2012 05:04 PM PDT From Lynne Feldman, Director of Marketing at the CAIA Association: Cristian Tiu, Assistant Professor of Finance University at Buffalo; Investment Committee Member, University at Buffalo Foundation, discusses endowment fund issues, including investing in hedge funds, the different types of risk, and meeting the needs of a university budget. Mr. Tiu spoke with Wendy L. Coleman, CAIA, [...] Visit MoneyScience for the Complete Article. |
Blog Post: Falkenblog: The Ineffable Intuition of Chicken Sexers Posted: 25 Mar 2012 03:44 PM PDT In the book Incognito by David Eagelman, the author discusses the strange nature of chicken sexing. This is the valuable process of separating female and male chicks as soon as possible, because each sex has different diets and endgames (most males are just destroyed). The mystery is that when you look at the vent in the chickâs rear, some people just know which are female. It is impossible... Visit MoneyScience for the Complete Article. |
Posted: 25 Mar 2012 11:06 AM PDT In Europe, Where Art Is Life, Ax Falls On Public Financing. I want to highlight this article and the greater dynamic we see around the world because it is tied to the tyranny of the proletariat state that has been created by toady politicians and their corporate masters. Yes, the U.S. is a proletariat state. And bankers around the world wish to perpetuate that dynamic... Visit MoneyScience for the Complete Article. |
Posted: 25 Mar 2012 08:21 AM PDT |
Blog Post: mathfinance: Python in Matlab Week in Review 250312 Posted: 25 Mar 2012 05:17 AM PDT pymex - Matlab in Python: pymex embeds a Python interpreter in Matlab, allowing Matlab programmers write parts of their scripts in Python. Programmers are also able to use Python modules in Matlab.The Short Term Prediction of Analysts' Forecast Error: a short term trading strategy based on predicting the error in analysts' earnings per share forecasts using publicly available information... Visit MoneyScience for the Complete Article. |
Posted: 23 Mar 2012 02:40 AM PDT |
Posted: 23 Mar 2012 02:40 AM PDT |
Posted: 21 Mar 2012 12:46 AM PDT |
Posted: 20 Mar 2012 01:36 AM PDT |
Video: Algos: Whatâs Happening Now Posted: 12 Mar 2012 04:45 AM PDT |
US Government Agencies Comparing Notes On Algo Feeds Posted: 11 Mar 2012 01:14 PM PDT |
The Week in MoneyScience - Digest 09/03/12 Posted: 09 Mar 2012 08:10 AM PST |
Posted: 09 Mar 2012 04:03 AM PST Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf Abstract We investigate if asset return volatility is predictable by macroeconomic and financial variables and shed light on the economic drivers of financial volatility. Our approach is distinct due to its comprehensiveness: First, we employ a data-rich forecast methodology to handle a large set of potential predictors in a... Visit MoneyScience for the Complete Article. |
Research Library: The Role of Risk Aversion in Non-Conscious Decision Making Posted: 09 Mar 2012 01:26 AM PST Shuo Wang, Ian Krajbich Ralph Adolphs and Naotsugu Tsuchiya Abstract To what extent can people choose advantageously without knowing why they are making those choices? This hotly debated question has capitalized on the Iowa Gambling Task (IGT), in which people often learn to choose advantageously without appearing to know why. However, because the IGT is unconstrained in many respects, this... Visit MoneyScience for the Complete Article. |
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