MoneyScience News |
- Research Library: Commonality In The Determinants Of Expected Stock Returns (1996, pdf)
- 2012 Series
- Blog Post: TheFinancialServicesClub: In deep waters
- RT @QFINANCEnews: Gambia: a lesson in not messing with exchange rates via edicts http://t.co/hyH5Q50p
- Feat. Book: The International Banking System: Capital Adequacy, Core Businesses & Risk Management http://t.co/Yl2sm3je @PalMacFinance
- Published / Preprint: Dynamics of episodic transient correlations in currency exchange rate returns and their predictability
- Published / Preprint: Crowd Avoidance and Diversity in Socio-Economic Systems and Recommendation
- Published / Preprint: Node-weighted interacting network measures improve the representation of real-world complex systems
- Published / Preprint: Coupling between time series: a network view
- Published / Preprint: City boundaries and the universality of scaling laws
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @UTexasMcCombs @BabsonMBA
- Blog Post: TheAlephBlog: 'This is Only Entertainmentâ
- Published / Preprint: Trust in foreseeing neighbours - a novel threshold model of financial market. (arXiv:1301.1824v1 [q-fin.TR])
- Published / Preprint: Dynamics of episodic transient correlations in currency exchange rate returns and their predictability. (arXiv:1301.1893v1 [q-fin.ST])
- Panel Discussion: Systemic Risk: Are There Lessons to Be Learned?
- Wiley Finance Newsletter - October
| Research Library: Commonality In The Determinants Of Expected Stock Returns (1996, pdf) Posted: 10 Jan 2013 04:20 AM PST By Robert A. Haugen and Nardin L. Baker Abstract Evidence is presented that the determinants of the cross-section of expected stock returns are stable in their identity and influence from period to period and from country to country. The determinants are related to risk, liquidity, price-level, growth potential, and stock price history. Out-of-sample predictions of expected return, using moving... Visit MoneyScience for the Complete Article.      |
| Posted: 10 Jan 2013 03:58 AM PST All discussion papers are downloadable from this page in secure pdf format. If you have problems viewing a document, download the latest acrobat reader. Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices Reference: 2012-10 Authors: Konstantina Kappou, Ioannis Oikonomou This study investigates the financial effects of additions to and... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: In deep waters Posted: 10 Jan 2013 03:28 AM PST Back to reality and what’s happening in the world today.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Jan 2013 02:44 AM PST moneyscience: RT @QFINANCEnews: Gambia: a lesson in not messing with exchange rates via edicts http://t.co/hyH5Q50p Visit MoneyScience for the Complete Article.    |
| Posted: 10 Jan 2013 01:02 AM PST BusinessSchools: Feat. Book: The International Banking System: Capital Adequacy, Core Businesses & Risk Management http://t.co/Yl2sm3je @PalMacFinance Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jan 2013 11:58 PM PST We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point correlations in the returns of several leading currency exchange rates that could offer some potential for their predictability. We employ a rolling window approach in... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Crowd Avoidance and Diversity in Socio-Economic Systems and Recommendation Posted: 09 Jan 2013 11:58 PM PST Recommender systems recommend objects regardless of potential adverse effects of their overcrowding. We address this shortcoming by introducing crowd-avoiding recommendation where each object can be shared by only a limited number of users or where object utility diminishes with the number of users sharing it. We use real data to show that contrary to expectations, the introduction of these... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jan 2013 11:58 PM PST Network theory provides a rich toolbox consisting of methods, measures, and models for studying the structure and dynamics of complex systems found in nature, society, or technology. Recently, it has been pointed out that many real-world complex systems are more adequately mapped by networks of interacting or interdependent networks, e.g., a power grid showing interdependency with a communication... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Coupling between time series: a network view Posted: 09 Jan 2013 11:57 PM PST Recently, the visibility graph has been introduced as a novel view for analyzing time series, which maps it to a complex network. In this paper, we introduce new algorithm of visibility, "cross-visibility", which reveals the conjugation of two coupled time series. The correspondence between the two time series is mapped to a network, "the cross-visibility graph", to demonstrate the correlation... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: City boundaries and the universality of scaling laws Posted: 09 Jan 2013 11:57 PM PST This paper investigates the universality and robustness of scaling laws for urban systems, according to the work by Bettencourt, Lobo and West among others, using England and Wales as a case study. Initial results employing the demarcations for cities from the European Statistical Commission digress from the expected patterns. We therefore develop a method for producing multiple city definitions... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jan 2013 11:32 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @UTexasMcCombs @BabsonMBA Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: 'This is Only Entertainmentâ Posted: 09 Jan 2013 09:34 PM PST This is not meant to be a rant, but it may end up as one. Yes, I have a disclaimer at my blog. We all need disclaimers. My disclaimer focuses on the idea that even bright people may make severe mistakes, and that the best of us only hand out educated guesses.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jan 2013 05:30 PM PST The three-state agent-based 2D model of financial markets in the version proposed by Giulia Iori in 2002 has been herein extended. We have introduced the increase of herding behaviour by modelling the altering trust of an agent in his nearest neighbours. The trust increases if the neighbour has foreseen the price change correctly and the trust decreases in the opposite case. Our version only... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Jan 2013 05:30 PM PST We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point correlations in the returns of several leading currency exchange rates that could offer some potential for their predictability. We employ a rolling window approach in... Visit MoneyScience for the Complete Article.    |
| Panel Discussion: Systemic Risk: Are There Lessons to Be Learned? Posted: 09 Jan 2013 08:23 AM PST An interesting discussion from the 2012 Latsis Symposium "Economics on the Move" which took place in Zurich in September last year. read more... Visit MoneyScience for the Complete Article.    |
| Wiley Finance Newsletter - October Posted: 24 Oct 2012 03:29 AM PDT Finance & Investingread more... Visit MoneyScience for the Complete Article.    |
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