United Kingdom Parliament Treasury Committee Update: Chair Comments On Brexit...
Commenting on today's High Court ruling that the Government does not have power under the Crown's prerogative to trigger Article 50, Rt Hon. Andrew Tyrie MP, Chairman of the Treasury Committee,...
View Article“JPX Monthly Headlines” Overview In October 2016
JPX group companies undertake various initiatives and disseminate information with the aim of providing the most attractive markets to all users. Every month, we showcase the highlights of these...
View ArticleMinister Announces More Funding For New Zealand's Financial Markets Authority...
The FMA has acknowledged the announcement by Commerce and Consumer Affairs Minister Paul Goldsmith of government approval to increase FMA funding. See Ministers announcement here.read more...
View ArticleTaiwan Futures Exchange Monthly Newsletter- November 2016
Click here to download the TAIFEX November Newsletter.
View ArticleAfrican Securities Exchanges Association (ASEA) 2015 Annual Report
It is my pleasure to present to you the 2015/2016 annual report of the AfricanSecurities Exchanges Association (ASEA or the Association). In the past year, theAssociation achieved a number of...
View ArticleSET President Kesara Manchusree Elected To WFE Board
The Stock Exchange of Thailand (SET) President Kesara Manchusree has been elected as a member of the Board of Directors of the World Federation of Exchanges (WFE) to serve a three-year...
View ArticleMOEX Infrastructure Migration To New Data Center
Moscow Exchange has successfully performed the final testing of all trading systems with the DataSpace1 data center operating as the primary DC and M1 data center as a disaster recovery site.read more...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 3 November 2016 amounted to SAR 16.17 billion, increasing by 0.28% over the previous week; while total stock market capitalization reached SAR...
View ArticleIs Donald Trump The United States’ Pericles?
"Our city-state does not copy the laws of our neighbors, we are not followers, but rather the pattern to follow. We call our state a democracy, because it serves all the people, and not just the few....
View ArticleA fair monetization model to reconcile authors and consumers of intellectual...
In this small article one compromise monetization strategy is proposed, which hopefully may lead to a more satisfactory coexistence of IP manufacturers and consumers. The motto is "fair exchange": you...
View ArticleInternational Portfolio Optimisation with Integrated Currency Overlay Costs...
Portfolio optimisation typically aims to provide an optimal allocation that minimises risk, at a given return target, by diversifying over different investments. However, the potential scope of such...
View ArticleLiquidity induced asset bubbles via flows of ELMMs. (arXiv:1611.01440v1...
We consider a constructive model for asset price bubbles, where the market price $W$ is endogenously determined by the trading activity on the market and the fundamental price $W^F$ is exogenously...
View ArticleRevealing the Anatomy of Vote Trading. (arXiv:1611.01381v1 [physics.soc-ph])
Cooperation in the form of vote trading, also known as logrolling, is central for law-making processes, shaping the development of democratic societies. Empirical evidence of logrolling is scarce and...
View ArticleSparse grid high-order ADI scheme for option pricing in stochastic volatility...
We present a sparse grid high-order alternating direction implicit (ADI) scheme for option pricing in stochastic volatility models. The scheme is second-order in time and fourth-order in space....
View ArticleAn Axiomatization of Naive Diversification. (arXiv:1611.01285v1 [q-fin.EC])
A widely applied diversification paradigm is the naive diversification choice heuristic. It stipulates that an economic agent allocates equal decision weights to given choice alternatives independent...
View ArticleOptimal portfolio selection under vanishing fixed transaction costs....
In this paper, asymptotic results in a long-term growth rate portfolio optimization model under both fixed and proportional transaction costs are obtained. More precisely, the convergence of the model...
View ArticleSummary Of October 2016 Activities At Tokyo Commodity Exchange - October...
The Tokyo Commodity Exchange announced today that average daily volume for October 2016 was 84,561 contracts, down 1.1% month-over-month. Volume rose for some products, such as Gold Rolling Spot, which...
View ArticleNifty 50 Futures aAnd EUR/USD & USD/JPY FX Futures Debut On TAIFEX -...
The Taiwan Futures Exchange (TAIFEX) today launched three new derivative contracts – a Taiwan Dollar (TWD)-denominated Nifty 50 Futures contract, and two FX futures contracts: EUR/USD FX Futures and...
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