Earnings Information, Arbitrage Constraints, and the Forecast Dispersion Anomaly
Publication date: Available online 20 October 2019Source: Finance Research LettersAuthor(s): Soonho Kim, Haejung NaAbstractThis study investigates the effect of managerial discretionary activities on...
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Understanding the Monty Hall Problem
I was recently listening to a podcast that was recommended by a blogger on this site, and during one episode discussing big-O theory, the…Continue reading on Cantorâs Paradise »
View ArticleNonhedgeable risk and Credit Risk Pricing. (arXiv:1910.08641v1 [q-fin.PR])
We introduce a new model for pricing corporate bonds, which is a modification of the classical model of Merton. In this new model, we drop the liquidity assumption of the firm's asset value process,...
View ArticleSector Neutral Portfolios: Long memory motifs persistence in market structure...
We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated from time-varying...
View ArticleEconoquantumphysics and econonetwork: do correlations and eigenstates shape...
We investigate 17 digital currencies making an analogy with quantum systems and develop the concept of eigenportfolios. We show that the density of states of the correlation matrix of these assets...
View ArticleDoes Bitcoin hedge crude oil implied volatility and structural shocks? A...
Publication date: Available online 21 October 2019Source: Finance Research LettersAuthor(s): Debojyoti Das, Corlise Liesl Le Roux, R.K. Jana, Anupam DuttaAbstractIn this article, we examine the hedging...
View ArticlePolitical uncertainty and analysts’ forecasts: Evidence from China
Publication date: Available online 22 October 2019Source: Finance Research LettersAuthor(s): Sijia Yu, Junrui Zhang, Meng QiuAbstractWe examine the impact of political uncertainty on analystsâ...
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Research: Econoquantumphysics and econonetwork: do correlations and eigenstates shape the taxonomy of the cryptocurrency market?. (arXiv:1910.08627v1â¦
View ArticleThe Lines of Code That Changed Everything
Apollo 11, the JPEG, the first pop-up ad, and 33 other bits of software that have transformed our world.https://t.co/0nke7nsvI2 â moneyscience (@moneyscience)â¦
View ArticleThe Fed Just Printed More Money Than Bitcoin’s Entire Market Cap
The Fed Just Printed More Money Than Bitcoinâs Entire Market Cap https://t.co/v9wEWCbK3w â moneyscience (@moneyscience) October 22, 2019
View ArticleSEC Investor Advisory Committee to Meet on Nov. 7
The Securities and Exchange Commissionâs Investor Advisory Committee will hold a public meeting on Nov. 7. The meeting will begin at 9:30 a.m. Eastern Time in the Multipurpose Room at SEC...
View ArticleImprove Private Funds, Don’t Do Away with Them
By John L. Bowman, CFA This editorial first appeared on Sept. 18 in Crain’s Pensions & Investments online edition. Itâs open season on private equity in the Democratic presidential debates....
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The Four-Color Theorem
Its Surreal Simplicity & Critical Challenge To Re-Define The Modern TheoremContinue reading on Cantorâs Paradise »
View ArticleMeasuring Innovation and Product Differentiation: Evidence from Mutual Funds
ABSTRACT We study innovation and product differentiation using a uniqueness measure based on textual analysis of prospectuses. We find that small and startup families have higher start rates than...
View ArticleAIMA: Looking at the Canadian Landscap
The Alternative Investment Management Association first opened a branch in Canada in 2003. In recent days, AIMA has posted a report on what it calls the âlandscape.â It doesnât mean the Rockies....
View ArticleThe equivalence of two tax processes. (arXiv:1811.01664v3 [math.PR] UPDATED)
We introduce two models of taxation, the latent and natural tax processes, which have both been used to represent loss-carry-forward taxation on the capital of an insurance company. In the natural tax...
View ArticleMesoscale impact of trader psychology on stock markets: a multi-agent AI...
Recent advances in the fields of machine learning and neurofinance have yielded new exciting research perspectives in practical inference of behavioural economy in financial markets and microstructure...
View ArticleA Classification Framework for Stablecoin Designs. (arXiv:1910.10098v1...
Stablecoins promise to bridge fiat currencies with the world of cryptocurrencies. They provide a way for users to take advantage of the benefits of digital currencies, such as ability to transfer...
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