Moscow Exchange Launches ETF On The RTS Index
On 4 March, Moscow Exchange celebrated the launch of trading in the FinEx Russian RTS Equity UCITS ETF (FXRL), the first Russian exchange-traded fund on the RTS Index. read more...
View ArticleSTI ETF In Focus As Singapore Equity Market Rebounds
In line with the rally in regional equity markets, Singapore’s benchmark Straits Times Index (STI) has gained almost 11% over the last four weeks, recouping nearly all its losses since the start of the...
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CME Group Expands Base Metals Offering With New Aluminium European Premium...
CME Group, the world's leading and most diverse derivatives marketplace, today announced it will expand its base metals offering with the introduction of a new Aluminium European Premium Duty-Paid...
View ArticleMalawi Stock Exchange Weekly Trading Report- 4 March, 2016
Click here to download Malawi Stock Exchange's weekly trading report for thec week ending 4 March, 2016.
View ArticleNZX Moves To T+2 Settlement Cycle
NZX is pleased to advise it has successfully transitioned to a shortened T+2 settlement cycle for all trades executed on its cash markets effective today, Monday 7 March 2016.read more...
View ArticleAverage cross-responses in correlated financial market. (arXiv:1603.01586v1...
There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive...
View ArticleCross-response in correlated financial markets: individual stocks....
Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the...
View ArticleBig is Fragile: An Attempt at Theorizing Scale. (arXiv:1603.01416v1 [q-fin.EC])
In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily...
View ArticleLatent class analyisis for reliable measure of inflation expectation in the...
The main aim of this paper is to inspect the properties of survey based on households inflation expectations, conducted by Reserve Bank of India. It is theorized that the respondents answers are...
View ArticleHong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling...
We utilize a fundamentally different model of trading costs to look at the effect of the opening of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities, arguably the biggest...
View ArticleDynamic Adaptive Mixture Models. (arXiv:1603.01308v1 [stat.ME])
In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data....
View ArticleOption spanning beyond $L_p$-models. (arXiv:1603.01288v1 [q-fin.MF])
\begin{abstract} The aim of this paper is to study the spanning power of options in a static financial market that allows non-integrable assets. Our findings extend and unify the results in [8,9,18]...
View ArticleCME Group And Thomson Reuters Announce China Construction Bank As First...
CME Group, the world's leading and most diverse derivatives marketplace, and Thomson Reuters today announced that China Construction Bank Corporation (CCB) will participate as a new member to the LBMA...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Falls In...
Consumer sentiment rose slightly in January as consumers’ willingness to purchase big-ticket items improved, although this contrasted with a further deterioration in their views on personal finances...
View ArticleASIC Reports On Cyber Resilience And Shares Examples Of Emerging Good Practices
ASIC has released its first assessment report on the cyber resilience of ASX and Chi-X. In addition, we have taken this opportunity to highlight emerging good practices being implemented by a wider...
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Decision Quality: Value Creation from Better Business Decisions
Decision Quality—Value Creation from Better Business Decisions draws from the authors’ decades-deep foundation in decision theory, behavioral decision sciences and real-world practices. It provides...
View ArticleTheCityUK UK Key Facts
Click here to download TheCityUK's latest key facts report, which outlines the importance of the UK financial and related professional services industry. read more...
View ArticleSIX Rounds Off Exceptional Year With Record Profit
SIX had an exceptional year in 2015, culminating in a record profit. The income from the sale of the shares in the joint ventures STOXX and Indexium boosted earnings before interest and tax (EBIT) by...
View ArticleNasdaq Appoints Lauri Rosendahl As New President Of Nasdaq Nordic And Nasdaq...
Nasdaq Inc. (NASDAQ: NDAQ) today announced that Lauri Rosendahl has been appointed President of Nasdaq Nordic and Nasdaq Stockholm.read more...
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