Best of MoneyScience 2011 Part 2: Top 10 Blog Posts
Wed, 21 Dec 2011 05:45:00 GMT
MoneyScience Reloaded! Welcome to the New Site!
6 months in the making, and several years in the conception. This was the annoucement I made when we relaunched the site in July
The Future of Computer Trading in Financial Markets - Supplementary Materials, Research and Reviews
This is the collection of review papers and commentary which the UK Government Office for Science, Foresight Project commissioned, reviewed and condensed for their report: The Future of Computer Trading in Financial Markets.
A History of Behavioural Finance in Published Research: 1944 - 1988
More than 50 Classic Papers from the History of Behavioural Finance and Economics collected in one place.
David Heath, co-developer of the Heath–Jarrow–Morton framework for Interest rates, passes away
The announcement of David Heath's death in August was very sad news for those of us who knew him.
Andrew Lo: Reading About the Financial Crisis: A 21-Book Review
In this article, Professor Andrew Lo reviews a diverse set of 21 books on the crisis, 11 written by academics, and 10 written by journalists and one former Treasury Secretary.
High Frequency Trading and the Race to Zero - Speech by Andrew Haldane, BoE Executive Director for Financial Stability
In a speech at the International Economic Association Sixteenth World Congress in Beijing, Andrew Haldane outlined how dramatic shifts in the structure and speed of trading have increased abnormalities in the pricing of securities.
Downgrading the downgraders? Ratings, sovereign debt, and financial-market volatility
Credit-rating agencies have come in for strong criticism for their role in the global crisis. This column asks whether by communicating their opinions rating agencies can make a crisis worse and outlines some of the policy implications if they do.
"Reliably Unreliable" - Voluntary Disclosures of Hedge Fund Performance
Research by Oxford University and Duke University suggested that voluntary disclosures by hedge funds about their monthly investment performance are unreliable.
Special Relativity, Time-Stamps and a Potted History of Communication Technology in Financial Markets
Has the relentless march of communications technology finally hit a physical constraint, the speed of light - and if so to what extent should this be considered a problem?
'Menger 1934 Revisited' or 'An error that has wended its way through economics for 77 years'
This post is an introduction to a detective story about an error. An error that passed undetected by some of the greatest minds of the twentieth century, and led economics down a path that now must be cast into question.
