MoneyScience News |
- Blog Post: TheAlephBlog: Book Review: Value Investing: From Graham to Buffett and Beyond
- Blog Post: TheFinancialServicesClub: Things worth reading: 14th June 2013
- Published / Preprint: Some applications of first-passage ideas to finance. (arXiv:1306.3110v1 [q-fin.ST])
- Published / Preprint: Exit as Governance: An Empirical Analysis
| Blog Post: TheAlephBlog: Book Review: Value Investing: From Graham to Buffett and Beyond Posted: 13 Jun 2013 10:28 PM PDT read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Things worth reading: 14th June 2013 Posted: 13 Jun 2013 10:18 PM PDT Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jun 2013 05:38 PM PDT Many problems in finance are related to first passage times. Among all of them, we chose three on which we contributed personally. Our first example relates Kolmogorov-Smirnov like goodness-of-fit tests, modified in such a way that tail events and core events contribute equally to the test (in the standard Kolmogorov-Smirnov, the tails contribute very little to the measure of goodness-of-fit). We... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Exit as Governance: An Empirical Analysis Posted: 13 Jun 2013 12:16 PM PDT Recent theory posits a new governance channel available to blockholders: threat of exit. Threat of exit, as opposed to actual exit, is difficult to measure directly. However, a crucial property is that it is weaker when stock liquidity is lower and vice versa. We use natural experiments of financial crises and decimalization as exogenous shocks to stock liquidity. Firms with larger blockholdings... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |