Collateral affects return risk: evidence from the euro bond market
Abstract Covered bonds and senior bonds are prominent securities in the euro bond market. Senior bonds are unsecured, while covered bonds are securedâbacked by collateral. Our results show that the...
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Data Update 1 for 2020: Setting the table
Starting in the early 1990s, I have spent the first week or two of every new year playing my version of Moneyball, downloading raw market and accounting data on publicly traded companies and using that...
View ArticleSentiment-based investment strategies and how they fared in the era of trade...
In the era of fake news, biased news outlets and negative media frenzy beyond what is justified by fundamentals, sentiment-based strategies can lose theirâ¦
View ArticleCode less, engineer more – Increment: Teams
Code less, engineer more - A short treatise on rewarding value over volume. https://t.co/PgRIfYzYsT â Financial Technology (@fin_tech) January 15, 2020
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As firms collect their data, employees learn to game the system
Organisations are increasingly turning to âpeople analyticsâ â using vast amounts of data about their employees â to gain insights into their workforce and introduce evidence-based...
View ArticleThe propensity to pay dividends: empirical evidence from the MENA region
International Journal of Banking, Accounting and Finance, Volume 11, Issue 1, Page 136-171, January 2020.
View ArticleActively versus passively managed equity ETFs: new empirical insights
International Journal of Banking, Accounting and Finance, Volume 11, Issue 1, Page 95-135, January 2020.
View ArticleThe earnings announcements consequences in public family firms
International Journal of Banking, Accounting and Finance, Volume 11, Issue 1, Page 71-94, January 2020.
View ArticleCash flow sensitivities and bank-finance shocks in non-listed firms
International Journal of Banking, Accounting and Finance, Volume 11, Issue 1, Page 35-70, January 2020.
View ArticleBasel 3.5 vs. Basel III: a radical overhaul of the capital requirements...
International Journal of Banking, Accounting and Finance, Volume 11, Issue 1, Page 1-34, January 2020.
View ArticleBusiness at the speed of AI: Lessons from Rakuten
The Data Exchange Podcast: Bahman Bahmani on attracting and retaining talent, and the importance of delivery-oriented teams.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full show...
View ArticleAn Alternative View of Manager Selection Risk
By Aaron Filbeck, CFA, CAIA, CIPM & Hossein Kazemi, PhD, CFA, CAIA Association & CISDM This is a summary of the editorâs letter originally published in the Volume 8, Issue 4 of the...
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Is it time to retire Newton’s Gravitational Constant?
Mathematical operations that involve Newton’s gravitational constant are extremely counter intuitive at the subatomic level.Continue reading on Cantorâs Paradise »
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Shannon Ciphers and Perfect Security
A Shannon cipher, named after mathematician Claude Shannon (1916–2001) is a simplified cipher mechanism for encrypting a message using a …Continue reading on Cantorâs Paradise »
View ArticleSome banks get IT - Chris Skinner's blog
Some banks get IT https://t.co/ar0GpeMGGH #long #change #banks @Chris_Skinner @iris_xyz @Appian â Joost Walgemoed (@joost_walgemoed) January 16, 2020
View ArticleRobert J. Frey Inducted into 2020 CEAS Distinguished Alumni Hall of Fame | |...
Robert J. Frey Inducted into 2020 CEAS Distinguished Alumni Hall of Fame -https://t.co/LXVqDPFEek Congratulations @financequant â moneyscience (@moneyscience)â¦
View ArticleHow shadowy brokers allegedly launder billions for crypto criminals
How shadowy brokers allegedly launder billions for crypto criminals: https://t.co/5f14OeJ04s â FORTUNE (@FortuneMagazine) January 15, 2020
View ArticleComplexity Explorer
"Nonlinear Dynamics: Mathematical & Computational Approaches" starts today! There's still plenty of time to enroll after the course begins & learn potent toolsâ¦
View ArticleUber Has Been Quietly Assembling One of the Most Impressive Open Source Deep...
Uber Has Been Quietly Assembling One of the Most Impressive Open Source Deep Learning Stacks in⦠by @jrdothoughts https://t.co/4NHBTOrPdD â Towards Dataâ¦
View ArticleAlternative Fair-Value Models for Currency Value Strategy
The idea of buying an investment asset for a lower price than a fair-value is the cornerstone of value factor strategies. Various value strategies were popularized by famous investor Benjamin Graham...
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