MoneyScience News |
- Who's Afraid of Open Peer Review?
- Machine-Learning Maestro Michael Jordan on the Delusions of Big Data and Other Huge Engineering Efforts - IEEE Spectrum
- Impact of shadow banks on financial contagion. (arXiv:1410.4847v1 [q-fin.RM]) - Quantitative Finance at arXiv's blog - MoneyScience
- Why Behavioral Economics Isn't Better, and How it Could Be by Owen D. Jones :: SSRN
- Blog Post: TheFinancialServicesClub: The three things you need to be a Digital Bank
- Published / Preprint: Conditional Preference Orders and their Numerical Representations. (arXiv:1410.5466v1 [q-fin.EC])
- Published / Preprint: 4-Factor Model for Overnight Returns. (arXiv:1410.5513v1 [q-fin.PM])
- Published / Preprint: Risk diversification: a study of persistence with a filtered correlation-network approach. (arXiv:1410.5621v1 [q-fin.PM])
- Published / Preprint: The Precautionary Principle (with Application to the Genetic Modification of Organisms). (arXiv:1410.5787v1 [q-fin.GN])
- Published / Preprint: A Message from the Editor
- Published / Preprint: Was Deng Xiaoping Right? An Overview of China's Equity Markets
- Published / Preprint: Corporate Governance in China
- Published / Preprint: Challenges for ChinaâBeyond Minority Listing of SOEs: CARE Conference | Hong Kong Polytechnic University | June 9, 2014
- Published / Preprint: Asian Corporate Governanceâand the Case of DualâClass Shares: CARE Conference | Hong Kong Polytechnic University | June 9, 2014
- Published / Preprint: Son of Enron: Investors Weigh the Risks of Chinese Variable Interest Entities
- Published / Preprint: The State of Asian Corporate Governance: A Presentation by Jamie Allen: CARE Conference | Hong Kong Polytechnic University | June 9, 2014
- Published / Preprint: The State of Sustainability in China
- Published / Preprint: Politically Connected CEOs, Corporate Governance, and the PostâIPO Performance of China's Partially Privatized Firms
- Published / Preprint: The Composition and Effectiveness of Audit Committees in the Presence of Large Controlling Shareholders
| Who's Afraid of Open Peer Review? Posted: 22 Oct 2014 01:38 AM PDT "Who's Afraid of Open Peer Review?" http://t.co/dR9UHgZS0m ht @p_binfield — Arthur Charpentier (@freakonometrics) October 21, 2014 Visit MoneyScience for the Complete Article.      |
| Posted: 22 Oct 2014 01:38 AM PDT "Machine-Learning Maestro Michael Jordan on the Delusions of Big Data and Other Huge Engineering Efforts" http://t.co/sjgS9o6gsv — Arthur Charpentier… Visit MoneyScience for the Complete Article.    |
| Posted: 22 Oct 2014 01:37 AM PDT Research: Impact of shadow banks on financial contagion. (arXiv:1410.4847v1 [q-fin.RM]) http://t.co/ICPiyN4oZQ — moneyscience (@moneyscience) October 21, 2014 Visit MoneyScience for the Complete Article.    |
| Why Behavioral Economics Isn't Better, and How it Could Be by Owen D. Jones :: SSRN Posted: 22 Oct 2014 01:21 AM PDT More interesting than I expected// Why Behavioral Economics Isn't Better, and How it Could Be by Owen Jones :: SSRN http://t.co/IITYyR7QeV — Emanuel Derman… Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The three things you need to be a Digital Bank Posted: 22 Oct 2014 12:08 AM PDT As mentioned last week, I delivered a keynote at the DreamForce conference. As it has been shared online, I’ll share it here.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 05:38 PM PDT This work provides an axiomatic framework to the concept of conditional preference orders based on conditional sets. Conditional numerical representations of such preference orders are introduced and a conditional version of the theorems of Debreu about the existence of such numerical representations is given. The continuous representations follow from a conditional version of Debreu's Gap Lemma... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 4-Factor Model for Overnight Returns. (arXiv:1410.5513v1 [q-fin.PM]) Posted: 21 Oct 2014 05:38 PM PDT We propose a 4-factor model for overnight returns and give explicit definitions of our 4 factors. Long horizon fundamental factors such as value and growth lack predictive power for overnight (or similar short horizon) returns and are not included. All 4 factors are constructed based on intraday price and volume data and are analogous to size (price), volatility, momentum and liquidity (volume).... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 05:38 PM PDT The evolution with time of the correlation structure of equity returns is studied by means of a filtered network approach investigating persistences and recurrences and their implications for risk diversification strategies. We build dynamically Planar Maximally Filtered Graphs from the correlation structure over a rolling window and we study the persistence of the associated Directed Bubble... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 05:38 PM PDT We present a non-naive version of the Precautionary (PP) that allows us to avoid paranoia and paralysis by confining precaution to specific domains and problems. PP is intended to deal with uncertainty and risk in cases where the absence of evidence and the incompleteness of scientific knowledge carries profound implications and in the presence of risks of "black swans", unforeseen and... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Message from the Editor Posted: 21 Oct 2014 07:45 AM PDT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Was Deng Xiaoping Right? An Overview of China's Equity Markets Posted: 21 Oct 2014 07:45 AM PDT In the western world, stock markets arose from the search by privately owned companies for capital to build their businesses. Over time, the markets became places where ownership interests and even entire companies were bought and sold. In China, the complete opposite has happened. The markets arose out of the need for capital by bankrupt stateâ€owned enterprises operating in an economy with no... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Corporate Governance in China Posted: 21 Oct 2014 07:45 AM PDT Since the death of Mao Tse Tung in 1976, China has achieved unprecedented economic growth. Per capita GDP has increased from one of the lowest in the world to a level that is firmly in the middle of the international ranks. But can China continue on the growth path of the last four decades? The question arises because of the tendency of developing economies, having achieved periods of... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 07:45 AM PDT Transitioning from outright communism and central planning, China has already plucked the lowâ€hanging fruits of marketization. Reforms have stalled well short of a free economy. In this transcript of a recent presentation, a widely recognized authority on Chinese corporate governance recommends necessary steps for an enlightened Chinese leadership if they are to avoid economic stagnation or a... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 07:45 AM PDT The case of the Alibaba IPO illustrates the divergence of corporate governance standards between the United States and many other markets, and reopens the debate on the oneâ€share oneâ€vote principle. Since corporate governance standards develop in ways that reflect the history and legal and political environments of different countries, we should not expect to see a global convergence of these... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Son of Enron: Investors Weigh the Risks of Chinese Variable Interest Entities Posted: 21 Oct 2014 07:45 AM PDT Investors are heading back to China after ending a buyers' strike in response to numerous accounting scandals and corporate governance failures. There have been several successful IPOs in recent months, and the market is awaiting the listing of the internet giant The Alibaba Group.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 07:45 AM PDT Since the 1998 Asian financial crisis, there has been considerable corporate governance reform in the region. But such reform has proceeded on two tracks. On one track, international rules are dominant, and common accounting and financial reporting standards are essentially accepted as necessary for trade and investment. On the second track, however, local cultural norms continue to exert a... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The State of Sustainability in China Posted: 21 Oct 2014 07:45 AM PDT China has experienced remarkable economic growth since the reforms of Deng Xiaoping in the late 1970s. This growth has come at a significant environmental and social cost, raising the question of whether the country needs to focus more on sustainable development than on economic growth for its own sake.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 07:45 AM PDT The authors' study provides suggestive evidence of the negative effects of politically connected CEOs on the corporate performance and governance of publicly listed companies in China. Newly listed Chinese companies with politically connected CEOs are more likely to have boards that are populated by current or former government bureaucrats, and that generally exhibit low degrees of... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Oct 2014 07:45 AM PDT The authors' study of audit committees in 450 large East Asian companies (150 each in Hong Kong, Singapore, and Malaysia) finds a strong positive correlation between the “cash flow†ownership (as opposed to just the voting rights) of large shareholders and the percentage of independent audit committee members. The study also reports a strong positive correlation between the “cash flowâ€... Visit MoneyScience for the Complete Article.    |
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