Quantcast
Channel: MoneyScience: 's news items

Corporate Control around the World

ABSTRACT We study corporate control tracing controlling shareholders for thousands of listed firms from 127 countries over 2004‐2012. Government and family control is pervasive in civil‐law...

View Article



Does Financial Inclusion impact CO2 Emissions? Evidence from Asia

Publication date: Available online 31 January 2020Source: Finance Research LettersAuthor(s): Thai-Ha Le, Ha-Chi Le, Farhad Taghizadeh-HesaryAbstractThis study examines the impact of financial inclusion...

View Article

Star Ratings and the Incentives of Mutual Funds

ABSTRACT We propose a theory of reputation to explain how investors rationally respond to mutual fund star ratings. A fund's performance is determined by its information advantage, which can be...

View Article

Corporate Control around the World

ABSTRACT We study corporate control tracing controlling shareholders for thousands of listed firms from 127 countries over 2004‐2012. Government and family control is pervasive in civil‐law...

View Article

Quantpedia in January 2020

Dear readers, Five new Quantpedia Premium strategies have been added into our database in January, and five new related research papers have been included into existing Premium strategies....

View Article


Image may be NSFW.
Clik here to view.

Indebted: How Families Make College Work at Any Cost – Book Review

Indebted: How Families Make College Work at Any Cost. Caitlin Zaloom. Princeton University Press. 2019. Find this book:  Laura and Chris are the proud parents of Sam and Mark who respectively attend...

View Article

Finance blog Zero Hedge was banned from Twitter for Wuhan coronavirus...

Zero Hedge has been permanently suspended from Twitter for what the platform deemed as spreading misinformation over the Wuhan…

View Article

Alternative Data: A Road to Alpha

Investment management firms are increasingly hard-pressed to hedge away risks, increase alpha, and lower costs: a daunting agenda. One way of going about that is by knowing what is going on in the...

View Article


Supervised Machine Learning for Eliciting Individual Demand....

Direct elicitation, guided by theory, is the standard method for eliciting individual-level latent variables. We present an alternative approach, supervised machine learning (SML), and apply it to...

View Article


Optimal market making under partial information with general intensities....

Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the...

View Article

Structured climate financing: valuation of CDOs on inhomogeneous asset pools....

Recently, a number of structured funds have emerged as public-private partnerships with the intent of promoting investment in renewable energy in emerging markets. These funds seek to attract...

View Article

Revisiting integral functionals of geometric Brownian motion....

In this paper we revisit the integral functional of geometric Brownian motion $I_t= int_0^t e^{-(mu s +sigma W_s)}ds$, where $muinmathbb{R}$, $sigma > 0$, and $(W_s )_s>0$ is a standard Brownian...

View Article

An Interacting Agent Model of Economic Crisis. (arXiv:2001.11843v1...

Most national economies are linked by international trade. Consequently, economic globalization forms a massive and complex economic network with strong links, that is, interactions arising from...

View Article


On Calibration Neural Networks for extracting implied information from...

Extracting implied information, like volatility and/or dividend, from observed option prices is a challenging task when dealing with American options, because of the computational costs needed to solve...

View Article

Quasi-likelihood analysis for marked point processes and application to...

We develop a quasi-likelihood analysis procedure for a general class of multivariate marked point processes. As a by-product of the general method, we establish under stability and ergodicity...

View Article


Housing Search in the Age of Big Data: Smarter Cities or the Same Old Blind...

Housing scholars stress the importance of the information environment in shaping housing search behavior and outcomes. Rental listings have increasingly moved online over the past two decades and, in...

View Article

Image may be NSFW.
Clik here to view.

How successful leaders avoid predictable surprises

By now every reader drawn to articles like this will almost certainly have heard the acronym VUCA, so widely used these days. It was first used in 1987 and originates from the theories on leadership...

View Article


Evaluating the conditional convergence hypothesis in the post-1989...

.

View Article

Secondary job holding in Germany

.

View Article

Star Ratings and the Incentives of Mutual Funds

ABSTRACT We propose a theory of reputation to explain how investors rationally respond to mutual fund star ratings. A fund's performance is determined by its information advantage, which can be...

View Article




Latest Images