Market Integration in the Prewar Japanese Rice Markets. (arXiv:1604.00148v1...
This paper examines the integration process of the Japanese major rice markets (Tokyo and Osaka) from 1881 to 1932. Using a non-Bayesian time-varying vector error correction (VEC) model, we argued that...
View ArticleOption pricing under fast-varying long-memory stochastic volatility....
Recent empirical studies suggest that the volatility of an underlying price process may have correlations that decay relatively slowly under certain market conditions. In this paper, the volatility is...
View ArticleDistinguished Economist Steven Joseph Davis Appointed MAS Term Professor At...
The National University of Singapore (NUS) and the Monetary Authority of Singapore (MAS) have jointly appointed Professor Steven Joseph Davis, William H. Abbott Professor of International Business and...
View ArticleHSBC Online Share Trading Joins mFund Service
HSBC Online Share Trading, part of HSBC Bank Australia Ltd, has today joined ASX’s mFund Settlement Service, bringing the number of mFund distribution partners to 18.read more...
View ArticleDGCX Breaks Several Records In The First Quarter Of 2016
First quarter volumes on the Dubai Gold & Commodities Exchange (DGCX) grew 37% from the same period last year, trading more than 4.5 million contracts - the highest quarterly volumes in the...
View ArticleBoerse Stuttgart Reports March Turnover In Region Of EUR 6.9 Billion -...
Based on the order book statistics, turnover at Boerse Stuttgart in March 2016 was around EUR 6.9 billion, roughly on a par with the total for February.read more...
View ArticleICAP To Become Official Title Sponsor Of LâEtape London By Le Tour De...
Human Race, the UK’s leading event organiser, announces that ICAP, a leading markets operator and provider of post-trade risk mitigation and information services, is to become Official Title Sponsor of...
View ArticleWarsaw Stock Exchange - Investor Activity On GPW Markets: March 2016
The value of trade in equities on the Electronic Order Book on the Main Market was PLN 16.7 billion in March 2016, representing a decrease of 13.4% year on year. The total value of trade in equities...
View ArticlePeregrine Guernsey Limited Appoints Northern Trust For Global Custody And...
Peregrine Guernsey Limited has appointed Northern Trust (Nasdaq: NTRS) to provide global custody and fund administration services for approximately US$725 million in assets.read more...
View ArticleCME Group Appoints Paul Houston As Global Head Of FX
CME Group, the world's leading and most diverse derivatives marketplace, today announced the appointment of Paul Houston as Executive Director, Global Head of FX.read more...
View ArticleACER Publishes Updated Q&As On REMIT And Additional Faqs On Transaction...
On 24 and 31 March 2016 ACER provided additional guidance on data collection under the EU Regulation on wholesale energy market integrity and transparency (REMIT), in particular having regard to the...
View ArticleNigeria Stock Exchange/London Stock Exchange Group Partner To Host Capital...
In line with its commitment to provide quoted companies global visibility and access to deep capital pools, The Nigerian Stock Exchange (The Exchange or NSE), in partnership with the London Stock...
View ArticleMoscow Exchange Trading Volumes In March 2016
Moscow Exchange (ticker: MOEX) announces trading volumes for March 2016. Total trading volumes increased by 43.4% YoY to RUB 74.7 trln. The Derivatives Market and FX Market posted the strongest growth,...
View ArticleMiFID II â ESMA: No Need To Temporarily Exclude ETDs From Open Access...
The European Securities and Markets Authority (ESMA) sees no need to temporarily exclude exchange-traded derivatives (ETDs) from non-discriminatory access to central counterparties (CCPs) and trading...
View ArticleBörse Berlin: Turnover Q1 2016 Reaches â¬15.6 Billion
Market participants are dumbfounded – this is the worst start of a trading year most of them can remember. Nevertheless Börse Berlin managed to maintain its position compared to Q4 2015. read more...
View ArticleCHX Announces May 13 Start For SNAP Auctions
Today the Chicago Stock Exchange (CHX) announced plans to introduce its auction products – Participant-initiated on-demand SNAPSM Auctions as well as Exchange-Initiated SNAP Auctions – starting May 13,...
View ArticleCFTC Financial Data For Futures Commission Merchants Update
This information has recently been updated, and is now available.read more...
View ArticleThe Annual Financial Statements Of Listed Companies At The Amman Stock Exchange
The CEO of the ASE, Mr. Nader Azar, said that according to the listing securities Directives for the year 2012; all companies listed at the ASE should submit their annual reports reviewed by their...
View ArticleBorsa Ä°stanbul: Equity Market Data Analytics Will Be Distributed...
Borsa Ä°stanbul extends its data products’ range with Equity Market Data Analytics derived from real-time order book and trade data. Together with this product, market participants will be provided...
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