Quant News http://www.quantnews.com Quant News http://www.quantnews.com http://www.quantnews.com/images/favicons/apple-icon-76x76.png en-US Sat, 27 May 2017 23:02:10 +0000 Sat, 27 May 2017 19:00:31 +0000 Performance Analysis of U.S. Defense Stocks in Relation to Federal Budgets and Military Conflicts in the Post-Cold War Era (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11731&source=RSS Sat, 27 May 2017 19:00:31 +0000 Institutional Ownership and Time-Series Predictability of Stock Returns (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11730&source=RSS Sat, 27 May 2017 18:00:31 +0000 Do Individual Investors Ignore Transaction Costs? (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11723&source=RSS Fri, 26 May 2017 14:00:34 +0000 Classifications of Innovations Survey and Future Directions (arxiv.org) http://www.quantnews.com/redirect.php?hid=11719&source=RSS Thu, 25 May 2017 21:00:18 +0000 Manipulation in the VIX? 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(papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11704&source=RSS Thu, 25 May 2017 06:00:31 +0000 Appetite for Information in Mandatory Profiling of Individual Investors (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11700&source=RSS Thu, 25 May 2017 02:00:31 +0000 The Predictability of Low Frequency Volatilities Measures: Evidence from Hong Kong Stock Markets (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11699&source=RSS Thu, 25 May 2017 01:00:30 +0000 Patterns and Pricing of Idiosyncratic Volatility in French Stock Market (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11698&source=RSS Thu, 25 May 2017 00:00:34 +0000 How Does Risk Flow in the Credit Default Swap Market? 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(arxiv.org) http://www.quantnews.com/redirect.php?hid=11680&source=RSS Wed, 24 May 2017 00:00:19 +0000 Optimal Dividends in the Dual Risk Model under a Stochastic Interest Rate (arxiv.org) http://www.quantnews.com/redirect.php?hid=11677&source=RSS Tue, 23 May 2017 21:00:17 +0000 Determinants of Price Discovery in the VIX Futures Market (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11674&source=RSS Tue, 23 May 2017 12:00:32 +0000 Time Series Reversal of Financial Assets (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11671&source=RSS Tue, 23 May 2017 05:00:33 +0000 Comparing Performance Sensitivity of Retail and Institutional Mutual Funds’ Investment Flows (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11666&source=RSS Tue, 23 May 2017 00:00:31 +0000 A Dynkin game on assets with incomplete information on the return (arxiv.org) http://www.quantnews.com/redirect.php?hid=11665&source=RSS Mon, 22 May 2017 23:00:17 +0000 On the Black's equation for the risk tolerance function (arxiv.org) http://www.quantnews.com/redirect.php?hid=11663&source=RSS Mon, 22 May 2017 21:00:17 +0000 Co-Movements and Systematic Risk of Asian Securitized Real Estate Markets: A Wavelet Analysis (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11661&source=RSS Mon, 22 May 2017 19:00:33 +0000 Returns Signal Momentum (papers.ssrn.com) http://www.quantnews.com/redirect.php?hid=11660&source=RSS Mon, 22 May 2017 18:00:32 +0000 Does Price Limit Hit's Patterns Follow Stock Return Patterns? 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