CBOE Holdings Reports May 2017 Trading Volume - Options ADV At CBOE Holdings'...
CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today reported May monthly trading volume and average revenue per contract (RPC)/net revenue capture data at www.cboe.com/monthlyvolrpc. read more...
View ArticleSEC Charges Brokerage Firm With Failing To Comply With Anti-Money Laundering...
The Securities and Exchange Commission today charged a Salt Lake City-based brokerage firm with securities law violations related to its alleged practice of clearing transactions for microcap stocks...
View ArticleSIFMA Executive Vice President Randy Snook Remarks As Prepared For The SIFMA...
Good afternoon. Welcome to SIFMA’s 2017 FinTech conference. It’s not hyperbole to say that technology is dramatically transforming how we live our lives. The pace of progress is staggering, the end...
View ArticleTMX Group Consolidated Trading Statistics - May 2017
TMX Group Limited today announced May 2017 trading statistics for its marketplaces – Toronto Stock Exchange, TSX Venture Exchange, TSX Alpha Exchange (Alpha), Montréal Exchange (MX) and NGX.read more...
View ArticleCFTC Financial Data For Futures Commission Merchants Update
This information has recently been updated, and is now available.read more...
View ArticleNZX Shareholder Metrics May 2017
Please see attached NZX Shareholder Metrics for May 2017.read more...
View ArticleMaimonides Rule Redux -- by Joshua D. Angrist, Victor Lavy, Jetson...
We use the discontinuous function of enrollment known as Maimonides Rule as an instrument for class size in large Israeli samples from 2002-2011. As in the 1991 data analyzed by Angrist and Lavy...
View ArticleCyclical Job Ladders by Firm Size and Firm Wage -- by John Haltiwanger, Henry...
We study whether workers progress up firm wage and size job ladders, and the cyclicality of this movement. Search theory predicts that workers should flow towards larger, higher paying firms. However,...
View ArticleThe Effects of Scientists and Engineers on Productivity and Earnings at the...
This paper uses linked establishment-firm-employee data to examine the relationship between the scientists and engineers proportion (SEP) of employment, and productivity and labor earnings. We show...
View ArticleWill Immelt's Retirement Lead to the Break-up of GE?
Stunning news from General Electric headquarters this morning; Jeffrey Immelt will step down as CEO, and John Flannery will succeed him. Many people wonder what's next for GE given the leadership...
View ArticleBeating the Omega Clock: An Optimal Stopping Problem with Random Time-horizon...
We study the optimal stopping of an American call option in a random time-horizon under exponential spectrally negative L\'evy models. The random time-horizon is modeled as the so-called Omega default...
View ArticlePortfolio optimization for a large investor controlling market sentiment...
We consider an investor faced with the utility maximization problem in which the risky asset price process has pure-jump dynamics affected by an unobservable continuous-time finite-state Markov chain,...
View ArticleEconomics of limiting cumulative CO2 emissions. (arXiv:1706.03502v1 [q-fin.EC])
Global warming from carbon dioxide (CO2) is known to depend on cumulative CO2 emissions. We introduce a model of global expenditures on limiting cumulative CO2 emissions, taking into account effects of...
View ArticleAnalysis of order book flows using a nonparametric estimation of the...
We introduce a new non parametric method that allows for a direct, fast and efficient estimation of the matrix of kernel norms of a multivariate Hawkes process, also called branching ratio matrix. We...
View ArticleAftershocks in a complex system with catastrophes: Crash of currency exchange...
The dynamical behavior of the currency exchange rate after its large-scale crash is studied. It is shown that, similarly to the case of the stock market crash investigated by Lillo and Mantegna [Phys....
View ArticleOptimal Portfolio under Fast Mean-reverting Fractional Stochastic...
Empirical studies indicate the existence of long range dependence in the volatility of the underlying asset. This feature can be captured by modeling its return and volatility using functions of a...
View ArticleAn in-depth look at Google’s first Tensor Processing Unit (TPU) |...
An in-depth look at Googleâs first Tensor Processing Unit (TPU) #deeplearning https://t.co/vI4nKnlh84 â Yves Hilpisch (@dyjh) June 13, 2017
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Why Social Security Should not be Invested in the Stock Market
Photo Credit: Cameron Daigleread more...
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