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Stock Returns Versus GDP
Picture Credit: Third Way Think Tank || Lousy name, but technology moves on and capital gets recycledread more...
View ArticleGender Lens Investing: Uncovering Opportunities for Growth, Returns, and Impact
Women today are an unparalleled force in the global economyas successful entrepreneurs, corporate executives and family breadwinners. Yet gender-based violence, the absence of women's legal rights and...
View ArticleChina's Mobile Economy: Opportunities in the Largest and Fastest Information...
China's Mobile Economy: Opportunities in the Largest and Fastest Information Consumption Boom is a cutting-edge text that spotlights the digital transformation in China. Organised into three major...
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How many market makers does a market need?. (arXiv:1612.00981v1 [q-fin.MF])
We consider a simple model for the evolution of a limit order book in which limit orders of unit size arrive according to independent Poisson processes. The frequency of buy limit orders below a given...
View ArticleThe countercyclical capital buffer and the composition of bank lending
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the...
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The Beauty of Old Ideas
Photo Credit: Daniele Dalledonne || Ever been to a place where everything was a little past its prime, but showed that it was a beautiful place in its time?read more...
View ArticleWeekly Top 5 Papers â December 5, 2016
1. Searching for Justice Scalia: Measuring the âScalia-nessâ of the Next Potential Member of the U.S. Supreme Court by Jeremy Kidd (Mercer University â Walter F. George School of Law) and...
View ArticleMulti-Purpose Binomial Model: Fitting all Moments to the Underlying Geometric...
We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian...
View ArticleStability of calibration procedures: fractals in the Black-Scholes model....
Usually, in the Black-Scholes pricing theory the volatility is a positive real parameter. Here we explore what happens if it is allowed to be a complex number. The function for pricing a European...
View ArticleUniversal Exponential Structure of Income Inequality: Evidence from 60...
Economic competition between humans leads to income inequality, but, so far, there has been little understanding of underlying quantitative mechanisms governing such a collective behavior. We analyze...
View ArticleZara: Can Competitors Match Its Fast Fashion Model?
Patricia Kowsmann wrote a terrific article about Zara today. Zara, as many of you know, is a highly successful Spanish apparel retailer. In the article Kowsmann explains how quickly Zara can bring a...
View ArticleSocGen's 'Most Worrying Chart' Shows Markets Still Shrugging Off Political Risk
2016's Political upheaval & policy uncertainty have left little impression on corp. bond market & SocGen is nervous https://t.co/nmjf0hJuhJ â moneyscienceâ¦
View ArticleAn Effective Fix for Bored, Disengaged Employees
Chief Learning Officer magazine reported this week on a study by Udemy about boredom and disengagement in the workplace. The study found that 43% of respondents were bored at work. 80% believed...
View ArticleInsider-Trading Prosecutions Backed by U.S. Supreme Court - Bloomberg Politics
Insider-Trading Prosecutions Backed by U.S. Supreme Court - Bloomberg Politics: "Ruling in its first insider-trading case in two decades, the justices unanimously said that people can be sent to prison...
View ArticleBoeing Sweats Under Trump Spotlight as SoftBank Feels Warmth - Bloomberg...
Boeing Sweats Under Trump Spotlight as SoftBank Feels Warmth - Bloomberg Politics: "This is extraordinary,â said Mohan Tatikonda, a professor at Indiana Universityâs Kelley School of Business....
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