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- Blog Post: TheAlephBlog: On Game Theory and Politics
- Blog Post: iMFdirect: The Power of Cooperation
- .@icmacentre: Mr Nikolaos Antipas http://t.co/HGxmwiO1
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- Vendor News: SS&C GlobeOp Forward Redemption Indicator: December notifications 6.19%
- Published / Preprint: Non stationary multifractality in stock returns
- Published / Preprint: Market Impact with Autocorrelated Order Flow under Perfect Competition
- Call for book chapters: âCorporate Governance in Emerging Markets: Theories, Practices and Casesâ
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Posted: 22 Dec 2012 12:27 AM PST |
Blog Post: TheAlephBlog: On Game Theory and Politics Posted: 22 Dec 2012 12:00 AM PST Game theory has always been relevant to American politics, and politics generally. The basic rule in a multiple player game is “create a coalition that has a majority of the voting interest,” and you win. Because of division of powers, in the US, this is more complex than in a parliamentary setting. But let’s take as an example the US House of Representatives.read more... Visit MoneyScience for the Complete Article. |
Blog Post: iMFdirect: The Power of Cooperation Posted: 21 Dec 2012 02:54 PM PST |
.@icmacentre: Mr Nikolaos Antipas http://t.co/HGxmwiO1 Posted: 21 Dec 2012 10:22 AM PST |
Posted: 21 Dec 2012 09:08 AM PST |
Posted: 21 Dec 2012 06:37 AM PST |
Vendor News: SS&C GlobeOp Forward Redemption Indicator: December notifications 6.19% Posted: 21 Dec 2012 06:00 AM PST |
Published / Preprint: Non stationary multifractality in stock returns Posted: 21 Dec 2012 05:09 AM PST We report evidence that empirical data show time varying multifractal properties. This is obtained by comparing empirical observations of the weighted generalised Hurst exponent (wGHE) with time series simulated via Multifractal Random Walk (MRW) by Bacry \textit{et al.} [\textit{E.Bacry, J.Delour and J.Muzy, Phys.Rev.E \,{\bf 64} 026103, 2001}]. While dynamical wGHE computed on... Visit MoneyScience for the Complete Article. |
Published / Preprint: Market Impact with Autocorrelated Order Flow under Perfect Competition Posted: 21 Dec 2012 04:56 AM PST Our goal in this paper is to study the market impact in a market in which the order flow is autocorrelated. We build a model which explains qualitatively and quantitatively the empirical facts observed so far concerning market impact. We define different notions of market impact, and show how they lead to the different price paths observed in the literature. For each one, under the assumption of... Visit MoneyScience for the Complete Article. |
Posted: 24 Oct 2012 05:57 AM PDT |
Posted: 24 Oct 2012 05:48 AM PDT |
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