Wednesday, October 24, 2012

MoneyScience News

MoneyScience News


Wiley Finance Newsletter - October

Posted: 24 Oct 2012 03:29 AM PDT

Finance & Investingread more...

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RT @freakonometrics: "Did the financial blogosphere go away?" http://t.co/8YY4wYZk by @felixsalmon via @stanjourdan

Posted: 24 Oct 2012 02:14 AM PDT

moneyscience: RT @freakonometrics: "Did the financial blogosphere go away?" http://t.co/8YY4wYZk by @felixsalmon via @stanjourdan

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Research Library: The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market (pdf)

Posted: 24 Oct 2012 01:52 AM PDT

Daniel Covitz, Nellie Liang and Gustavo A. Suarez Abstract This paper documents “runs” on asset-backed commercial paper (ABCP) programs using a novel dataset of all transactions in the U.S. market during its severe contraction in 2007. We find that one-third of programs were run within weeks of the onset of the ABCP crisis and that runs, as well as yields and maturities for new...

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Blog Post: TheFinancialServicesClub: World Payments Report, Part Four: Innovation

Posted: 24 Oct 2012 12:36 AM PDT

The eighth World Payments Report (WPR) was released last week, and so far we have summarised Part One, the Non-Cash Trends, Part Two, the Regulatory Trends and Part Three: SEPA.  This final part summarises the final section of the report on innovation.read more...

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Blog Post: TheAlephBlog: Why I LOVE Blogging

Posted: 23 Oct 2012 11:16 PM PDT

Abnormal Returns (one, two), The Reformed Broker, and Felix Salmon all opined on the health of the Financial Blogosphere today.  It’s dying.  It’s not dying.read more...

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Blog Post: Falkenblog: Arbitraging Beta Within Mutual Funds

Posted: 23 Oct 2012 06:51 PM PDT

If you remember your Corporate Finance, returns should rise (on average) with beta, because otherwise you can form a levered position generating a greater return without more risk. Arbitrage Pricing Theory developed by Stephen Ross was based on the idea arbitrage and totally consistent with the Capital Asset Pricing Model because it was simply the special case where one is arbitraging a single...

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Published / Preprint: Game Theory in Oligopoly. (arXiv:1210.6197v1 [cs.GT])

Posted: 23 Oct 2012 05:33 PM PDT

The game theory techniques are used to find the equilibrium of a market. Game theory refers to the ways in which strategic interactions among economic agents produce outcomes with respect to the preferences (or utilities) of those agents, where the outcomes in question might have been intended by none of the agents. The oligopolistic market structures are taken and how game theory applies to them...

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Published / Preprint: A case for FDI in Multi-brand retail in India. (arXiv:1210.6201v1 [q-fin.GN])

Posted: 23 Oct 2012 05:33 PM PDT

India is ranked as the third most attractive nation for retail investment among emerging markets and many MNCs have been looking for the potential benefits to be taken from it. The development of organized retail has the potential of generating employment, improvement in technology, development of real estate etc. On the other hand critics of the FDI feel that allowing FDI would jeopardize the...

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Published / Preprint: High quality topic extraction from business news explains abnormal financial market volatility. (arXiv:1210.6321v1 [cs.SI])

Posted: 23 Oct 2012 05:33 PM PDT

Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying how news of all possible types (geopolitical, environmental, social, financial, economic, etc.) affect trading and the pricing of firms in organized stock...

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RT @freakonometrics: "Auction Theory: A Guide to the Literature" by Paul Klemperer http://t.co/6rILDtDp

Posted: 23 Oct 2012 12:41 PM PDT

moneyscience: RT @freakonometrics: "Auction Theory: A Guide to the Literature" by Paul Klemperer http://t.co/6rILDtDp

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Blog Post: filmackay: HFT debate: talk your own book

Posted: 23 Oct 2012 05:57 AM PDT

There has been some interesting discussion on HFT from significant players in the ASX broking community.read more...

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MoneyScience Digest - 23/10/12

Posted: 23 Oct 2012 05:08 AM PDT

Featured | Sponsored | Events | Announcements | Finance and Banking | Finance and Technology | Science and General Interest | Researchread more...

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Event: Introduction to Financial Sentiment Data: Theory and Practice

Posted: 03 Sep 2012 07:10 AM PDT

Location: London; Date: October 11th, 2012; Course Overviewread more...

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