Quant News http://www.quantnews.com Quant News http://www.quantnews.com http://www.quantnews.com/images/favicons/apple-icon-76x76.png en-US Fri, 03 Feb 2017 11:13:41 +0000 Thu, 02 Feb 2017 22:51:00 +0000 Interconnectedness Risk and Active Portfolio Management: The Information-theoretic Perspective (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10372&source=RSS Thu, 02 Feb 2017 22:51:00 +0000 The Decomposition of Jump Risks in Individual Stock Returns (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10366&source=RSS Thu, 02 Feb 2017 17:00:28 +0000 The Risk-Return Tradeoff Among Equity Factors (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10365&source=RSS Thu, 02 Feb 2017 16:00:23 +0000 “Alt-beta” funds offer hedge-fund-like investments more cheaply (economist.com) http://www.quantnews.com/redirect.php?hid=10363&source=RSS Thu, 02 Feb 2017 13:29:19 +0000 Superforecasters, Hybrid Intelligence, Wisdom of the Crowd – Cindicator’s CTO explains (financefeeds.com) http://www.quantnews.com/redirect.php?hid=10360&source=RSS Thu, 02 Feb 2017 11:28:51 +0000 High Frequency Market Making: Implications for Liquidity (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10358&source=RSS Thu, 02 Feb 2017 09:50:32 +0000 Option Prices and Costly Short-Selling (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10357&source=RSS Thu, 02 Feb 2017 07:00:22 +0000 Price Determinants of Shadow Banking Products in China: An Analysis of Collective Fund Trust Products (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10354&source=RSS Thu, 02 Feb 2017 04:00:22 +0000 A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10353&source=RSS Thu, 02 Feb 2017 03:00:22 +0000 Zipf's law for share price and company fundamentals (arxiv.org) http://www.quantnews.com/redirect.php?hid=10349&source=RSS Wed, 01 Feb 2017 23:00:12 +0000 Ten Meter Tower (nytimes.com) http://www.quantnews.com/redirect.php?hid=10348&source=RSS Wed, 01 Feb 2017 22:27:44 +0000 The Real Side of the High-Volume Return Premium (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=10345&source=RSS Wed, 01 Feb 2017 20:00:20 +0000 How Do Cognitive and Non-Cognitive Abilities Influence Stock Market Participation? 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