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MoneyScience's Blog

MoneyScience Miscellany - 03/08/11

August 3, 2011 Comments (0)

Call for Research Proposals - The Institute for New Economic Thinking and The Centre for International Governance Innovation
American Finance Association History of Finance Video Series
Toxic assets in the 18th century
A History of Money from Ancient Times to the Present Day
Modern Finance vs. Behavioural Finance: An Overview of Key Concepts and Major Arguments
The Most Expensive One-byte Mistake
RT @QFINANCEnews: Markets plunge on Obama's agreement to tackle US deficit...

Call for Research Proposals - The Institute for New Economic Thinking and The Centre for International Governance Innovation

August 2, 2011 Comments (0)

The Institute for New Economic Thinking and The Centre for International Governance Innovation are calling for new research proposals in areas of vital importance to the field of economics for the Fall 2011 grants cycle. In our first two rounds of research grants, awarded in Fall 2010 and Spring 2011, INET and CIGI awarded more than 50 grants totaling over $12 million. To find out more about our previous grant awards please visit our website.   The third round of research...

Research Reveals Why Hedge Funds Are an Unlikely Large Source of Systemic Risk

August 1, 2011 Comments (0)

Via Aleablog.com comes this press release from Columbia Business School:

The Journal of Financial Economics recently published a paper by Andrew Ang, Chair, Ann F. Kaplan Professor of Business and Chair, Finance and Economics Division at Columbia Business School; Sergiy Gorovyy, PhD candidate, Columbia Business School; and Gregory B. van Inwegen, Head of Quantitative Research/Managing Director for Tailored Portfolio Group of Citi Private Bank, that was the first paper to formally...

A History of Behavioural Finance in Published Research: 1944 - 1988

July 31, 2011 Comments (0)

This list is an updated version of an outdated chronology which originally appeared on the excellent behaviouralfinance.net website.
I have been through the list systematically to find online versions of the papers where they are available, and where they are not (for free) have linked to the versions which can be purchased at Jstor.
If you find any errors, or would like to suggest other papers for the chronology then please do not hesistate to contact me:...

How does sovereign risk affect bank funding conditions? What can policymakers do?

July 27, 2011 Comments (0)

By Michael Davies and Fabio Panetta
Source: Voxeu.org

Sovereign credit risk has emerged as the main challenge to global financial stability. This column explains how a deterioration in sovereign creditworthiness can damage bank funding conditions before discussing possible options for mitigating these effects. It argues that banks can only do so much and that the policymakers have a critical role.

The financial crisis and the subsequent recession have caused a sharp deterioration...

A tipping point for the spread of ideas

July 26, 2011 Comments (0)

Scientists at Rensselaer Polytechnic Institute have found that when just 10 percent of the population holds an unshakable belief, their belief will always be adopted by the majority of the society. The scientists, who are members of the Social Cognitive Networks Academic Research Center (SCNARC) at Rensselaer, used computational and analytical methods to discover the tipping point where a minority belief becomes the majority opinion. The finding has implications for the study and...

Linkfest of Linkfests - 27/07/11

July 25, 2011 Comments (0)

A brand new feature here at MoneyScience. Regular updates on the best linkfests in finance and economics.
Enjoy!

The Big Picture:- 10 Monday Morning Reads
The Reformed Broker:- Hot Links: New Levels of Ludicrous
Marginal Revolution:- What I’ve been reading
Naked Capitalism: -Links 7/25/11
Economist's View:- links for 2011-07-24
Simoleon Sense:- Weekly Roundup 137
Abnormal Returns:-Sunday links: hitting rock bottom
Marginal Revolution:- Assorted links
Naked Capitalism: -Links...

An Analysis of Anonymity in the Bitcoin System

July 25, 2011 Comments (0)

By Fergal Reid, Martin Harrigan
 
Abstract
Anonymity in Bitcoin, a peer-to-peer electronic currency system, is a complicated issue. Within the system, users are identified by public-keys only. An attacker wishing to de-anonymize its users will attempt to construct the oneto- many mapping between users and public-keys and associate information external to the system with the users. Bitcoin frustrates this attack by storing the mapping of a user to his or her public-keys on that user's...

Kevin Slavin - How Algorithms Shape our World

July 25, 2011 Comments (0)

Kevin Slavin argues that we're living in a world designed for -- and increasingly controlled by -- algorithms. In this riveting talk from TEDGlobal, he shows how these complex computer programs determine: espionage tactics, stock prices, movie scripts, and architecture. And he warns that we are writing code we can't understand, with implications we can't control.

Kevin Slavin navigates in the algoworld, the expanding space in our lives that’s determined and run by algorithms....

BBC Graphic - Is the Euro Crumbling?

July 21, 2011 Comments (0)

Very basic (but pretty) animation from the BBC on the Euro Crisis.