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Social assistance and mental health: evidence from longitudinal...

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Gender diversity and firm performance: evidence from India and Singapore

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Does the Reserve Bank of Australia follow a forward-looking nonlinear...

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JPMorgan Arms Coders With Trading Licenses as Quants Advance

JPMorgan Arms Coders With Trading Licenses as Quants Advancehttps://t.co/QyqqVaEzcK — moneyscience (@moneyscience) October 29, 2019

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SEC Proposes Rule Amendments to Improve Accuracy and Transparency of Proxy...

The Securities and Exchange Commission today voted to propose amendments to its rules governing proxy solicitations to enhance the quality of the disclosure about material conflicts of interest that...

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SEC Proposes Amendments to Modernize Shareholder Proposal Rule

The Securities and Exchange Commission today voted to propose amendments to modernize the rule that governs the process for shareholder proposals to be included in a company’s proxy statement....

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Mergers and Acquisitions Trending Down in Europe

In  a new report, Pitchbook looks at the mergers and acquisitions trends in Europe. In 2019 through September, the value of European M&A is lower than it has been since 2014, and the volume is...

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Intensity estimation of transaction arrivals in the intraday electricity...

In the following paper, we examine the problem of the intensity estimation of transaction arrivals in the intraday electricity markets. Assuming the inter-arrival times distribution and considering...

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A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and...

We demonstrate that the tail dependence should always be taken into account as a proxy for systematic risk of loss for investments. We provide the clear statistical evidence of that the structure of...

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Deep Hedging: Learning to Simulate Equity Option Markets. (arXiv:1911.01700v1...

We construct realistic equity option market simulators based on generative adversarial networks (GANs). We consider recurrent and temporal convolutional architectures, and assess the impact of state...

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Engel's law in the commodity composition of exports. (arXiv:1911.01568v1...

Different shares of distinct commodity sectors in production, trade, and consumption illustrate how resources and capital are allocated and invested. Economic progress has been claimed to change the...

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Predicting corporate bankruptcy using the framework of Leland-Toft: evidence...

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Estimating the money market microstructure with negative and zero interest rates

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Investment decisions when utility depends on wealth and other attributes

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Personalized goal-based investing via multi-stage stochastic goal programming

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A closed-form formula characterization of the Epps effect

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The Zumbach effect under rough Heston

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Bayesian regularized artificial neural networks for the estimation of the...

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Loss aversion in an agent-based asset pricing model

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Firm capital dynamics in centrally cleared markets

Abstract We develop a tractable continuous time model of multifirm capital dynamics in a centrally cleared market. Our framework jointly models the strategic interactions between business operations...

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