The Financialization of Chinese Commodity Markets
Publication date: Available online 22 January 2020Source: Finance Research LettersAuthor(s): Baochen Yang, Yingjian Pu, Yunpeng Su
View ArticleIs the cash flow sensitivity of cash asymmetric? African evidence
Publication date: Available online 23 January 2020Source: Finance Research LettersAuthor(s): Michael Machokoto, Geofry ArenekeAbstractWe examine whether the cash flow sensitivity of cash is asymmetric...
View ArticleOpening Statement: Inaugural Meeting of the Asset Management Advisory Committee
Dalia Blass Opening Statement: Inaugural Meeting of the Asset Management Advisory Committee
View ArticleFirm-specific investor sentiment and stock price crash risk
Publication date: Available online 23 January 2020Source: Finance Research LettersAuthor(s): Junhui Fu, Xiang Wu, Yufang Liu, Rongda ChenAbstractThis study investigates the impact of firm-specific...
View ArticleFinancial Self-awareness: Who Knows What They Don’t Know?
Publication date: Available online 23 January 2020Source: Finance Research LettersAuthor(s): William J. Bazley, Yosef Bonaparte, George M. KorniotisAbstractWe examine the influence of financial...
View ArticleStatement at the Inaugural Meeting of the Asset Management Advisory Committee
Statement at the Inaugural Meeting of the Asset Management Advisory Committee Commissioner Elad L. Roisman January 14, 2020
View ArticleA shrinking horizon optimal liquidation framework with lower partial moments...
In this paper, a novel quasi-multiperiod model for optimal position liquidation in the presence of both temporary and permanent market impact is proposed. Two main features distinguish the proposed...
View ArticleEstimating marginal effects of key factors that influence wholesale...
Using a large data set from the Electric Reliability Council of Texas, this study uses quantile regressions and attendant variable selection methods to choose the most important factors that influence...
View ArticleThe impact of end-user market integration and the smart grid on electricity...
With the help of a mixed complementarity problem formulation that describes a simplified market setting with two competing retailers, this paper analyzes the impact of the pending market changes on...
View ArticleTaming the Factor Zoo: A Test of New Factors
ABSTRACT We propose a model selection method to systematically evaluate the contribution to asset pricing of any new factor, above and beyond what a highâdimensional set of existing factors...
View ArticleSEC Charges Husband and Wife with Nearly $1 Billion Ponzi Scheme
The Securities and Exchange Commission today charged a California-based couple with orchestrating a nearly billion-dollar Ponzi scheme involving alternative energy tax credits. According to the SEC's...
View ArticleSEC Publishes Annual Reports on Credit Rating Agencies
Two annual SECÂ staff reports released today highlight the important work of the Office of Credit Ratings in examining and monitoring nationally recognized statistical rating organizations (NRSROs)....
View ArticleStatement at Inaugural Meeting of the Asset Management Advisory Committee
Statement at Inaugural Meeting of the Asset Management Advisory Committee Commissioner Allison Herren Lee January 14, 2019
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