MoneyScience News |
- RT @moorehn: Jamie Dimon and Barack Obama: star-crossed friends. http://t.co/S6oXJEs4
- Video: Jamie Dimon pre-Davos: 'Some Regulations are Anti-American' - http://t.co/tNQMuLSj #tcm
- Leading economists have ranked how to most cost-effectively invest to solve many of the world's biggest problems http://t.co/cJIgXikz #tcm
- Wow. Revenues from Mafia-related businesses in Italy represent almost 12% of the total Italian GDP - http://t.co/uvAXC6xo #tcm
- @Cassinthenews: The myth that wonât die http://t.co/zsB8tPRi
- Blog Post: TheFinancialServicesClub: The multibranded bank
- @mrVikas: The Economics of Branding - 24% of market cap of top 10 Global Brands in the brand itself http://t.co/IJz8qK8g #tcm
- Funny: The nation of Greece says sorry to the European Union with a present of an enormous wooden horse - http://t.co/ZJdzAfr0 #tcm
- Research Library: Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (pdf)
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @escpeurope @insead @wsbegrad
- Research Library: Why Do UK Banks Securitize?
- AMD unveils Trinity chipsets & integrated GPU to challenge Ivy Bridge http://t.co/xA8g6n5N #tcm
- AMD unveils Trinity chipsets & integrated GPU to challenge Ivy Bridge http://t.co/1FzRpIue #tcm
- Blog Post: TheAlephBlog: Crossroads
- Blog Post: Falkenblog: Risk and Return Confusion
- Published / Preprint: The fractional volatility model: No-arbitrage, leverage and completeness. (arXiv:1205.2866v1 [q-fin.ST])
- Published / Preprint: Global Green Economy and Environmental Sustainability: a Coopetitive Model. (arXiv:1205.2872v1 [q-fin.GN])
- Published / Preprint: Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics. (arXiv:1205.2915v1 [q-fin.ST])
- Published / Preprint: Towards a new brain science: lessons from the economic collapse. (arXiv:1205.2999v1 [nlin.AO])
- Published / Preprint: Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information. (arXiv:1205.3051v1 [q-fin.TR])
- Published / Preprint: On the nature of financial leverage. (arXiv:1009.2896v3 [q-fin.RM] UPDATED)
- The myth that wonât die
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @blackhorse @waterstech @colt_technology @tradeweb
- Published / Preprint: Local Bias and Stock Market Conditions (CEPR DP8969)
| RT @moorehn: Jamie Dimon and Barack Obama: star-crossed friends. http://t.co/S6oXJEs4 Posted: 15 May 2012 03:23 AM PDT moneyscience: RT @moorehn: Jamie Dimon and Barack Obama: star-crossed friends. http://t.co/S6oXJEs4 Visit MoneyScience for the Complete Article.      |
| Video: Jamie Dimon pre-Davos: 'Some Regulations are Anti-American' - http://t.co/tNQMuLSj #tcm Posted: 15 May 2012 03:23 AM PDT moneyscience: Video: Jamie Dimon pre-Davos: 'Some Regulations are Anti-American' - http://t.co/tNQMuLSj #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 03:00 AM PDT moneyscience: Leading economists have ranked how to most cost-effectively invest to solve many of the world's biggest problems http://t.co/cJIgXikz #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 03:00 AM PDT moneyscience: Wow. Revenues from Mafia-related businesses in Italy represent almost 12% of the total Italian GDP - http://t.co/uvAXC6xo #tcm Visit MoneyScience for the Complete Article.    |
| @Cassinthenews: The myth that wonât die http://t.co/zsB8tPRi Posted: 15 May 2012 03:00 AM PDT BusinessSchools: @Cassinthenews: The myth that won’t die http://t.co/zsB8tPRi Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The multibranded bank Posted: 15 May 2012 02:18 AM PDT Having made the claim many times that banks are not great at multichannel but excel in a single channel, I got into an interesting debate last night with the CEO of one UK bank.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 02:09 AM PDT moneyscience: @mrVikas: The Economics of Branding - 24% of market cap of top 10 Global Brands in the brand itself http://t.co/IJz8qK8g #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 01:49 AM PDT moneyscience: Funny: The nation of Greece says sorry to the European Union with a present of an enormous wooden horse - http://t.co/ZJdzAfr0 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 01:27 AM PDT Thomas Philippon Abstract I provide a quantitative interpretation of financial intermediation in the U.S. over 140 years. I measure the cost of intermediation on the one hand, and the production of financial services on the other. I find the following results: (i) intermediation is produced under constant returns to scale; (ii) “quality” adjustment for changes in borrowers’... Visit MoneyScience for the Complete Article.    |
| Posted: 15 May 2012 12:56 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @escpeurope @insead @wsbegrad Visit MoneyScience for the Complete Article.    |
| Research Library: Why Do UK Banks Securitize? Posted: 14 May 2012 10:50 PM PDT Mario Cerrato London Metropolitan University - Department of Economics, Finance and International Business (EFIB) Moorad Choudhry University of Reading; London Metropolitan University; Birkbeck, University of London John Crosby University of Glasgow John L. Olukuru Abstract The eight years from 2000 to 2008 saw a rapid growth in the use of securitization by UK banks. We aim to identify the... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 10:32 PM PDT moneyscience: AMD unveils Trinity chipsets & integrated GPU to challenge Ivy Bridge http://t.co/xA8g6n5N #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 10:30 PM PDT fin_tech: AMD unveils Trinity chipsets & integrated GPU to challenge Ivy Bridge http://t.co/1FzRpIue #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Crossroads Posted: 14 May 2012 09:53 PM PDT This is a confusing time:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Risk and Return Confusion Posted: 14 May 2012 07:26 PM PDT If you listen to the first 20 seconds of this clip, you'll hear a simple proposition about risk and return from a top-rate finance professor, John Geanakoplos. The problem is, though it isn't really clear, he is talking about a risk akin to a default rate, and a return like a stated yield. It's not really central to this particular lecture, but its the kind of throw-away assertion that... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 05:34 PM PDT Based on a criterion of mathematical simplicity and consistency with empirical market data, a stochastic volatility model has been obtained with the volatility process driven by fractional noise. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behavior. Here, the... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 05:34 PM PDT This paper provides a coopetitive model for a global green economy, taking into account the environmental sustainability. In particular, we propose a differentiable coopetitive game G (in the sense recently introduced by D. Carf`{\i}) to represent a global green economy interaction, among a country c and the rest of the world w. Our game G is a linear parametric (Euclidean) perturbation of... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 05:34 PM PDT We propose and document the evidence for an analogy between the dynamics of granular counter-flows in the presence of bottlenecks or restrictions and financial price formation processes. Using extensive simulations, we find that the counter-flows of simulated pedestrians through a door display many stylized facts observed in financial markets when the density around the door is compared with the... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 05:34 PM PDT Since the financial crash in 2008, economic science and the economic profession are under siege. Critics point fingers at ivory tower economists, devoted to the construction of unfalsifiable models based on unrealistic assumptions in purely theoretical basis. Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 05:34 PM PDT We propose a framework to study optimal trading policies in a one-tick pro-rata limit order book, as typically arises in short-term interest rate futures contracts. The high-frequency trader has the choice to trade via market orders or limit orders, which are represented respectively by impulse controls and regular controls. We model and discuss the consequences of the two main features of this... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On the nature of financial leverage. (arXiv:1009.2896v3 [q-fin.RM] UPDATED) Posted: 14 May 2012 05:34 PM PDT The article presents a translation of some widespread financial terminology into the language of decision theory. For instance, financial leverage can be regarded as an object of choice or a decision. We show how the optics of decision theory allows perceiving the recently introduced metrics of see-through-leverage, which proved to be very useful in understanding the phenomenology of the recent... Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 11:58 AM PDT Why dollar cost averaging doesn't work Visit MoneyScience for the Complete Article.    |
| Posted: 14 May 2012 05:52 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @blackhorse @waterstech @colt_technology @tradeweb Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Local Bias and Stock Market Conditions (CEPR DP8969) Posted: 14 May 2012 05:49 AM PDT Local Bias and Stock Market Conditions Author(s): Mariassunta Giannetti, Luc Laeven CEPR Discussion Paper Number 8969 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 23/05/2012 Keyword(s): behavioral finance, financial cycles, home bias, institutional investors, investor sentiment, local bias,... Visit MoneyScience for the Complete Article.    |
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