Ontario Securities Commission Releases Results Of Insider Reporting...
The Ontario Securities Commission (OSC) today published OSC Staff Notice 51-726 Report on Staff’s Review of Insider Reporting and User Guides for Insiders and Issuers, which sets out the results of its...
View ArticlePathways towards instability in financial networks. (arXiv:1602.05883v1...
There is growing consensus that processes of market integration and risk diversification may come at the price of more systemic risk. Indeed, financial institutions are interconnected in a network of...
View ArticleOn the Profitability of Optimal Mean Reversion Trading Strategies....
We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum likelihood method to construct the...
View ArticleOn utility maximization in the Arbitrage Pricing Model. (arXiv:1602.05758v1...
We consider a classical market model of mathematical economics with infinitely many assets: the Arbitrage Pricing Model.We study optimal investment under an expected utility criterion and prove the...
View ArticleValue-at-Risk and backtesting with the APARCH model and the standardized...
We examine the efficiency of the Asymmetric Power ARCH (APARCH) model in the case where the residuals follow the standardized Pearson type IV distribution. The model is tested with a variety of loss...
View ArticleThe Postulate of the Three Regimes of Economic Growth Contradicted by Data....
Economic growth in Western Europe, Eastern Europe, Asia, countries of the former USSR, Africa and Latin America were analysed. It is demonstrated that the fundamental postulate of the Unified Growth...
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VimpelCom To Pay $795 Million In Global Settlement For FCPA Violations
The Securities and Exchange Commission today announced a global settlement along with the U.S. Department of Justice and Dutch regulators that requires telecommunications provider VimpelCom Ltd. to pay...
View ArticleVimpelCom Limited And Unitel LLC Enter Into Global Foreign Bribery Resolution...
Amsterdam-based VimpelCom Limited, the world’s sixth-largest telecommunications company and an issuer of publicly traded securities in the United States, and its wholly owned Uzbek subsidiary, Unitel...
View ArticleInternational Customer Trades Hit 50.8% of Total Volume At TOCOM In January...
The Tokyo Commodity Exchange, Inc announced today that the January 2016 monthly volume of customer trades (combined sell & buy sides) originating overseas was 2,486,232 contracts, accounting for...
View ArticleASEAN+3 Macroeconomic Research Office â Singapore Hosts First ASEAN+3...
The ASEAN+3 Macroeconomic Research Office (“AMRO”) held its opening ceremony in Singapore today to commemorate its establishment as an international organisation. AMRO was formally accorded the legal...
View ArticleMalawi Stock Exchange Weekly Trading Report - 19 February, 2016
Click here to download Malawi Stock Exchange's weekly trading report for thec week ending 19 February, 2016.
View ArticleLuxSE Lists 100th Green Bond, Confirming Its International Leader Positioning
Today, the Luxembourg Stock Exchange (LuxSE) celebrated an important milestone in its commitment to green finance, with the listing of the 100th green bond admitted on its markets on 18 February...
View ArticleUKâs Financial Conduct Authority: Advice Firms Demonstrate Some Good...
Financial advice firms are seeking to achieve positive outcomes for their clients when it comes to undertaking research and due diligence, a thematic review by the Financial Conduct Authority (FCA) has...
View ArticleInternational Customer Trades Hit 50.8% Of Total Volume At TOCOM In January...
The Tokyo Commodity Exchange, Inc announced today that the January 2016 monthly volume of customer trades (combined sell & buy sides) originating overseas was 2,486,232 contracts, accounting for...
View ArticleIEX Responds To Critics Of Its Exchange Application - "Clearing The Air...
IEX is writing in response to comment letters sent by Nasdaq, NYSE, and BATS. Each of these incumbent exchanges has questioned the credibility and accuracy of IEX's recent statements. IEX appreciates...
View ArticleEEX New Participant: J.P. Morgan Securities PLC
J.P. Morgan Securities PLC additionally has been admitted to exchange trading for Nordic Financial Power Futures/Options.
View ArticleESMA Adds List Of Clearing Members To Its Public Register On EMIR
The European Securities and Markets Authority (ESMA) has published today an update of its Public Register for the Clearing Obligation.read more...
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