Weekly Top 5 Papers â March 27th 2017
1. Encryption Workarounds by Orin Kerr (The George Washington University Law School) and Bruce Schneier (Harvard University – Berkman Klein Center for Internet & Society)read more...
View ArticleWeekly Top 5 Papers â April 3rd 2017
1. A De Gustibus Approach to Ranking Law Schools by Christopher Ryan (Vanderbilt University, Peabody College – Higher Education Law & Policy) and Brian Frye (University of Kentucky – College...
View ArticleThe Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took...
The Money Formula takes you inside the engine room of the global economy to explore the little-understood world of quantitative finance, and show how the future of our economy rests on the backs of...
View ArticleSET Market Report For March 2017
The Stock Exchange of Thailand (SET) index ended March at 1,575.11 points, rising 2.08 percent from the end of 2016. Capital inflows to emerging markets in Asia propelled the Thai bourse, with foreign...
View ArticleSIX Simplifies Challenge Of Automatic Exchange Of Information - New Service...
OECD member states agreed to the automatic exchange of tax information (AEoI) in 2014. The rule affects individuals with accounts outside their country of tax residence and has been designed to reduce...
View ArticleFCA And PRA Investigations Into Jes Staley And Barclays
Barclays PLC and Barclays Bank PLC (Barclays) announce that the Financial Conduct Authority (FCA) and the Prudential Regulation Authority (PRA) have commenced investigations into:read more...
View ArticleAbu Dhabi Global Market Revises Capital Requirements Of Managers Of...
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) has revised the capital requirements applicable to managers of collective investment funds (CIF) with immediate...
View ArticleNasdaq Dubai To Launch âMarket Siteâ, The Premier Hub For Capital...
Nasdaq Dubai, the region’s international stock exchange, today announced it will create a premier platform for capital market, economic, and business thought leadership. Named ‘Market Site’, the venue...
View ArticleScarcity effects of QE: A transaction-level analysis in the Bund market
This paper investigates the scarcity effects of quantitative easing (QE) policies, drawing on intra-day transaction-level data for German government bonds, purchased under the public sector purchase...
View Article[1704.02160] A systemic shock model for too big to fail financial institutions
A systemic shock model for too big to fail financial institutions https://t.co/H4XdAMmBRY — Quant News (@QuantNews_com) April 10, 2017
View ArticleITG Releases March 2017 U.S. Trading Volume
NEW YORK, April 10, 2017 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, today announced that March 2017 U.S. trading volume was 3.7 billion shares...
View ArticlePopulation and Civil War -- by Daron Acemoglu, Leopoldo Fergusson, Simon Johnson
Medical and public health innovations in the 1940s quickly resulted in significant health improvements around the world. Countries with initially higher mortality from infectious diseases experienced...
View ArticleTop Income Inequality in the 21st Century: Some Cautionary Notes -- by Fatih...
We revisit recent empirical evidence about the rise in top income inequality in the United States, drawing attention to four key issues that we believe are critical for an informed discussion about...
View ArticleThe Productivity Advantage of Serial Entrepreneurs -- by Kathryn L. Shaw,...
Serial entrepreneurs, who open more than one business, are found to have higher sales and higher productivity than novice entrepreneurs, who open one business. Using panel data on entrepreneurs and...
View ArticleDistributional Impacts of Energy Taxes -- by William A. Pizer, Steven Sexton
Despite popularity among economists for their efficiency, energy pollution taxes enjoy less political support than standards-based regulation because of common perceptions that they burden the poor...
View ArticleIs Post-Crisis Bond Liquidity Lower? -- by Mike Anderson, Rene M. Stulz
Price-based liquidity metrics are much better for small trades after the crisis than before the crisis. For large trades, these metrics are generally worse from 2010 to 2012 and better from 2013 to...
View ArticleMonetary Policy and Global Banking -- by Falk Braeuning, Victoria Ivashina
Global banks use their global balance sheets to respond to local monetary policy. However, sources and uses of funds are often denominated in different currencies. This leads to a foreign exchange (FX)...
View ArticleAccounting for Growth in the Age of the Internet: The Importance of...
We extend the conventional Solow growth accounting model to allow innovation to affect consumer welfare directly. Our model is based on Lancaster's New Approach to Consumer Theory, in which there is a...
View ArticleSovereign Default Risk and Firm Heterogeneity -- by Cristina Arellano, Yan...
This paper studies the recessionary effects of sovereign default risk using firm-level data and a model of sovereign debt with firm heterogeneity. Our environment features a two-way feedback loop. Low...
View ArticleThe Effects of E-Cigarette Minimum Legal Sale Age Laws on Youth Substance Use...
We use difference-in-differences models and individual-level data from the national and state Youth Risk Behavior Surveillance System (YRBSS) from 1991 to 2015 to examine the effects of e-cigarette...
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