Monday, March 26, 2012

MoneyScience News

MoneyScience News


When Good Investments Go Bad: The Contraction in Community Bank Lending After the 2008 GSE Takeover - http://t.co/GCxKlyKw #tcm

Posted: 26 Mar 2012 05:01 AM PDT

moneyscience: When Good Investments Go Bad: The Contraction in Community Bank Lending After the 2008 GSE Takeover - http://t.co/GCxKlyKw #tcm

Visit MoneyScience for the Complete Article.

Video - Paul Kedrosky on Apple, BATS and HFT

Posted: 26 Mar 2012 04:58 AM PDT

Via The Big Picture:read more...

Visit MoneyScience for the Complete Article.

Blog Post: TheReformedBroker: Hot Links: Messy Bull

Posted: 26 Mar 2012 04:46 AM PDT

YOUR MORNING FINANCIAL LINKS, EXPERTLY CURATED.

Visit MoneyScience for the Complete Article.

In case you missed it last week: 250+ #Finance Tweeters Worth Following - http://t.co/HWzBM1wG

Posted: 26 Mar 2012 03:59 AM PDT

BusinessSchools: In case you missed it last week: 250+ #Finance Tweeters Worth Following - http://t.co/HWzBM1wG

Visit MoneyScience for the Complete Article.

Blog Post: QFINANCE: Genius or Sucker? The Dilemma of Being a Goldman Sachs Client

Posted: 26 Mar 2012 03:31 AM PDT

Blog Post: HighFrequencyTradingReview: APM is expected to be a growth area for bank IT spending [ITRS]

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.

Published / Preprint: The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate

Posted: 26 Mar 2012 02:27 AM PDT

Applied Financial Economics, Volume 22, Issue 15, Page 1215-1232, August 2012.

Visit MoneyScience for the Complete Article.

Published / Preprint: Financial liberalization, structural breaks and stock market volatility: evidence from South Africa

Posted: 26 Mar 2012 02:27 AM PDT

Applied Financial Economics, Volume 22, Issue 15, Page 1259-1273, August 2012.

Visit MoneyScience for the Complete Article.

Published / Preprint: Capital structure adjustments in private business group companies

Posted: 26 Mar 2012 02:27 AM PDT

Applied Financial Economics, Volume 22, Issue 15, Page 1275-1288, August 2012.

Visit MoneyScience for the Complete Article.

Published / Preprint: Board structure, corporate governance and firm value: evidence from Hong Kong

Posted: 26 Mar 2012 02:27 AM PDT

Applied Financial Economics, Volume 22, Issue 15, Page 1289-1303, August 2012.

Visit MoneyScience for the Complete Article.

Blog Post: TheFinancialServicesClub: Things worth reading: 26th March 2012

Posted: 26 Mar 2012 01:48 AM PDT

Things we're reading today include ...read more...

Visit MoneyScience for the Complete Article.

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.

The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @ricemba @iesebs @esadeexed @ieseexeced @insead

Posted: 26 Mar 2012 12:32 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @ricemba @iesebs @esadeexed @ieseexeced @insead

Visit MoneyScience for the Complete Article.

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 you’d expect the price of shares to rise until this advantage was cancelled out, but this hasn’t happened and has made quite a lot of futurologists look rather silly. It turns out, though,...

Visit MoneyScience for the Complete Article.

Published / Preprint: Dynamic Stock Market Linkages and Market Efficiency. (arXiv:1203.5176v1 [q-fin.ST])

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.

Published / Preprint: Rent distribution in a simple model of housing price formation. (arXiv:1203.5298v1 [q-fin.GN])

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 chick’s rear, some people just know which are female. It is impossible...

Visit MoneyScience for the Complete Article.

Blog Post: TimingLogic: The Proletariat State's Attempted Destruction Of Human Expression And The Arts

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.

RT @freakonometrics: RT @NeuroPolarbear "Do professors work hard enough?" http://t.co/WMCFg7TZ via @TomRoud

Posted: 25 Mar 2012 08:21 AM PDT

BusinessSchools: RT @freakonometrics: RT @NeuroPolarbear "Do professors work hard enough?" http://t.co/WMCFg7TZ via @TomRoud

Visit MoneyScience for the Complete Article.

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.

Published / Preprint: A generalized birthâdeath stochastic model for high-frequency order book dynamics

Posted: 23 Mar 2012 02:40 AM PDT

Quantitative Finance, Volume 12, Issue 4, Page 547-557, April 2012.

Visit MoneyScience for the Complete Article.

Published / Preprint: Integer-valued Lévy processes and low latency financial econometrics

Posted: 23 Mar 2012 02:40 AM PDT

Quantitative Finance, Volume 12, Issue 4, Page 587-605, April 2012.

Visit MoneyScience for the Complete Article.

The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @BPP @HandelshoyskBI @EuromedMgmt

Posted: 21 Mar 2012 12:46 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @BPP @HandelshoyskBI @EuromedMgmt

Visit MoneyScience for the Complete Article.

The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @essecventures @IsenbergUMass @DardenMBA

Posted: 20 Mar 2012 01:36 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @essecventures @IsenbergUMass @DardenMBA

Visit MoneyScience for the Complete Article.

Video: Algos: Whatâs Happening Now

Posted: 12 Mar 2012 04:45 AM PDT

A short interview with Owain Self, UBS’s Gobal Head of Algorithmic Trading.read more...

Visit MoneyScience for the Complete Article.

US Government Agencies Comparing Notes On Algo Feeds

Posted: 11 Mar 2012 01:14 PM PDT

Bloomberg Reports:read more...

Visit MoneyScience for the Complete Article.

The Week in MoneyScience - Digest 09/03/12

Posted: 09 Mar 2012 08:10 AM PST

Welcome to the MoneyScience Weekly Digest! To get a copy in your email box every week, you can SIGN UP HERE, or to see previous editions go HERE.read more...

Visit MoneyScience for the Complete Article.

Research Library: A Comprehensive Look at Financial Volatility Prediction by Economic Variables (pdf)

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.