Resource: Online Training - IBM - Data Visualization with Python https://t.co/B0bz4anyWW — moneyscience (@moneyscience) December 12, 2019

Dec 13 2019 12:02

ABSTRACT This paper introduces a novel consumption‐based variable, cyclical consumption, and examines its predictive properties for stock returns. Future expected stock ret...

Dec 13 2019 12:02

ABSTRACT Credit supply expansion can affect an economy by increasing productive capacity or by boosting household demand. In this study, we develop a test to determine if the...

Dec 13 2019 12:02

The value of informational privacy has long ceased to be seen merely in the protection or exercise of individual autonomy.  Already in the early 1980s, the German Federal Co...

Dec 13 2019 12:01

Publication date: Available online 12 December 2019Source: Finance Research LettersAuthor(s): Michael Machokoto, Umair Tanveer, Shamaila Ishaq, Geofry ArenekeAbstractUsing pub...

Dec 13 2019 12:01

Publication date: Available online 12 December 2019Source: Finance Research LettersAuthor(s): Elie Bouri, Rangan GuptaAbstractWe compare the ability of a newspaper-based measu...

Dec 13 2019 12:01

International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 101-123, January 2019.

Dec 13 2019 12:00

International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 124-162, January 2019.

Dec 13 2019 12:00

International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 163-190, January 2019.

Dec 13 2019 12:00

International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 191-202, January 2019.

Dec 13 2019 12:00

The affiliation to an institution provides prestige and identity to researchers and determines access to resources and infrastructure. Institutions in turn seek to affiliate r...

Dec 13 2019 06:02

Financial potential is an important part of enterprise activities. The technique of the enterprise's financial potential assessment is offered in the paper. It is presented by...

Dec 13 2019 06:02

This work is an answer to the EIOPA 2017 report. It follows from the latter that in order to assess the potential systemic risk we should take into account the build-up of ris...

Dec 13 2019 06:02

We construct a data-driven statistical indicator for quantifying the tail risk perceived by the EURGBP option market surrounding Brexit-related events. We show that under logn...

Dec 13 2019 06:02

We prove strong existence and uniqueness, and H"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coeffic...

Dec 13 2019 06:01

We establish several closed pricing formula for various path-independent payoffs, under an exponential L'evy model driven by the Variance Gamma process. These formulas take t...

Dec 13 2019 06:01

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree...

Dec 13 2019 06:01

In a new paper, three quants with Robeco suggest that the “short” side of the activity of many long/short equity trades is pointless. These quants are David Blitz, Guido B...

Dec 13 2019 00:02

Mochas, Mariners, and Morality Remarks before the National Economists Club Commissioner Hester M. Peirce Washington, D.C. December 12, 2019 hh

Dec 13 2019 00:01

ESG Investing (sometimes called Socially Responsible Investing) is becoming a current trend, and its proponents characterize it as a modern, sustainable, and responsible way...

Dec 13 2019 00:01