NZX Shareholder Metrics January 2018
Please see attached NZX Shareholder Metrics for January 2018.read more...
View ArticleCboe Global Markets Reports January 2018 Trading Volume
Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world's largest exchange holding companies, today reported January monthly trading volume and average revenue per contract (RPC)/net...
View ArticleOffice Of The Comptroller Of The Currency To Host Innovation Office Hours And...
The Office of the Comptroller of the Currency (OCC) today announced the date and location for its upcoming Innovation Office Hours and inaugural Listening Session.read more...
View ArticleNasdaq January 2018 Volumes
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for January 2018, on its investor relations website. read more...
View ArticleBitcoin Falls Below USD 7,000
Bitcoin fell more than 15 percent today to a nearly three-month low agsinst a background of global regulatory clampdown and a ban on using credit cards to buy bitcoin by bsnks in the UK and the...
View ArticleTheCityUK Responds To FCA CEO Andrew Bailey’s Speech At The Future Of...
Commenting on Andrew Bailey’s speech at the Future of the City dinner, Miles Celic, Chief Executive Officer, TheCityUK, said,read more...
View ArticleSuperbowl Ad Hijacking Martin Luther King’s Message Of Selflessness
I don’t pay much attention to TV. I’ve noted on here it has been decades since I watched a TV news broadcast. I did watch the Superbowl this weekend. I watched it as much as a sociological...
View ArticleSouth Korea: North Korea Stole Millions From Crypto Exchanges Last Year
The South Korean National Intelligence Service claimed North Korea stole "billions of won" in cryptocurrencies last year.
View ArticleWhat to Expect When CFTC, SEC Chiefs Talk Crypto With Congress
Congress will hold what may be the most consequential hearing in years on cryptocurrency Tuesday, with the heads of the SEC and CFTC in the hot seat.
View ArticleBiggest One-Day Fall For The Dow Jones Industrial Average
A sell-off in U.S. stocks sent the Dow Jones industrial average down more than 1,000 points today, erasing all the gains made so far this year.read more...
View ArticleASX Monthly Activity Report - January 2018
Trading – Cash Markets (including equities, interest rate and warrant trades) read more...
View ArticleGame-Theoretic Capital Asset Pricing in Continuous Time. (arXiv:1802.01556v1...
We derive formulas for the performance of capital assets in continuous time from an efficient market hypothesis, with no stochastic assumptions and no assumptions about the beliefs or preferences of...
View ArticleIndexed Markov Chains for financial data: testing for the number of states of...
A new branch based on Markov processes is developing in the recent literature of financial time series modeling. In this paper, an Indexed Markov Chain has been used to model high frequency price...
View ArticleThe Samuelson Effect and Seasonal Stochastic Volatility in Agricultural...
We introduce a multi-factor stochastic volatility model based on the CIR/Heston variance process that incorporates seasonality and the Samuelson effect. Conditions on the seasonal term under which the...
View ArticleAsian Option Pricing with Orthogonal Polynomials. (arXiv:1802.01307v1...
In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with...
View ArticleA game-theoretic derivation of the $\sqrt{dt}$ effect. (arXiv:1802.01219v1...
We study the origins of the $\sqrt{dt}$ effect in finance and SDE. In particular, we show, in the game-theoretic framework, that market volatility is a consequence of the absence of riskless...
View ArticleThe Power of Trading Polarity: Evidence from China Stock Market Crash....
The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper investigates a unique...
View ArticleOn the interplay between multiscaling and average cross-correlation....
We find a nonlinear dependence between an indicator of the degree of multiscaling of log-returns time series of a stock and the average correlation of it with the other stocks traded in the same...
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January 2018 Data Update 10: The Price is Right!
In my first nine posts on my data update for 2018, I focused on the costs that companies face in raising equity and debt, and their investment, financing and dividend decisions. In assessing those...
View ArticleStartup Raises $20 Million to Build 'YouTube on the Blockchain'
Silicon Valley startup Lino has raised $20 million to take on YouTube with a decentralized, blockchain-based platform.
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