Saturday, December 22, 2012

MoneyScience News

MoneyScience News


The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @IEbusiness

Posted: 22 Dec 2012 12:27 AM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @IEbusiness

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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...

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Blog Post: iMFdirect: The Power of Cooperation

Posted: 21 Dec 2012 02:54 PM PST

by iMFdirectread more...

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.@icmacentre: Mr Nikolaos Antipas http://t.co/HGxmwiO1

Posted: 21 Dec 2012 10:22 AM PST

BusinessSchools: .@icmacentre: Mr Nikolaos Antipas http://t.co/HGxmwiO1

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To all our friends, users, followers, supporters and advertisers, Season's Greetings from the Team at MoneyScience! http://t.co/kvoK0QUz

Posted: 21 Dec 2012 09:08 AM PST

BusinessSchools: To all our friends, users, followers, supporters and advertisers, Season's Greetings from the Team at MoneyScience! http://t.co/kvoK0QUz

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MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @carlcarrie @actuary21c @EmanuelDerman

Posted: 21 Dec 2012 06:37 AM PST

moneyscience: MoneyScience Daily is out! http://t.co/aGkJAVQE â–¸ Top stories today via @carlcarrie @actuary21c @EmanuelDerman

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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...

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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...

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Call for book chapters: âCorporate Governance in Emerging Markets: Theories, Practices and Casesâ

Posted: 24 Oct 2012 05:57 AM PDT

To be published by Springer Verlag, 2013read more...

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Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi

Posted: 24 Oct 2012 05:48 AM PDT

moneyscience: Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi

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