MoneyScience News |
- The impact of the Financial Transaction Tax on the European repo market
- Blog Post: TheFinancialServicesClub: The future is visual banking (still)
- Blog Post: TheAlephBlog: Classic: Using Investment Advice, Part 2
- Published / Preprint: Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
- Published / Preprint: Debt Specialization
- Published / Preprint: The Effects of Stock Lending on Security Prices: An Experiment
| The impact of the Financial Transaction Tax on the European repo market Posted: 10 Apr 2013 01:53 AM PDT Richard Comotto, Senior Visiting Fellow at the ICMA Centre, Henley Business School, has recently produced a report for the International Capital Market Association’s European Repo Council (ERC) on the impact of the proposed European Financial Transaction Tax. The report, entitled: “Collateral damage: the impact of the Financial Transaction Tax on the European repo market and its... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: The future is visual banking (still) Posted: 10 Apr 2013 01:18 AM PDT One of the discussions I was having recently was around a future vision for banking, and the idea of branchless banking reared its ugly head again.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Classic: Using Investment Advice, Part 2 Posted: 09 Apr 2013 10:03 PM PDT The following was published on 3/26/2004:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Apr 2013 01:35 PM PDT We provide the first systematic study of liquidity in the foreign exchange market. We find significant variation in liquidity across exchange rates, substantial illiquidity costs, and strong commonality in liquidity across currencies and with equity and bond markets. Analyzing the impact of liquidity risk on carry trades, we show that funding (investment) currencies offer insurance against... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Debt Specialization Posted: 09 Apr 2013 01:35 PM PDT This paper examines debt structure using a new and comprehensive database on types of debt employed by public U.S. firms. We find that 85% of the sample firms borrow predominantly with one type of debt, and the degree of debt specialization varies widely across different subsamplesâ€"large rated firms tend to diversify across multiple debt types, while small unrated firms specialize in fewer... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Effects of Stock Lending on Security Prices: An Experiment Posted: 09 Apr 2013 01:35 PM PDT We examine the impact of short selling by conducting a randomized stock lending experiment. Working with a large, anonymous money manager, we create an exogenous and sizeable shock to the supply of lendable shares by taking high-loan fee stocks in the manager's portfolio and randomly making available and withholding stocks from the lending market. The experiment ran in two independent phases: the... Visit MoneyScience for the Complete Article.    |
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