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Econometric Modeling: Financial Markets Regulation eJournal

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Viewing: 1 - 50 of 2,419 papers

1.

Why Indexing Works

Applied Stochastic Models in Business and Industry 33 (6), 690-693.
Number of pages: 7 Posted: 14 Oct 2015 Last Revised: 29 Apr 2019
Accepted Paper Series
One Hat Research LLC, University of Chicago - Booth School of Business and University College London - Department of Mathematics
Downloads 6,919
2.

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 17 Nov 2017 Last Revised: 24 Jun 2021
Accepted Paper Series
Ecole Polytechnique Fédérale de Lausanne, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and Imperial College London

Multiple version iconThere are 2 versions of this paper

Downloads 4,900
3.

International Differences in the Cost of Equity Capital: Do Legal Institutions and Securities Regulation Matter?

ECGI - Law Working Paper No. 15/2003, Rodney L. White Center for Financial Research Working Paper No. 17-04, AFA 2005 Philadelphia Meetings
Number of pages: 65 Posted: 21 Dec 2004
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,585
4.

Understanding ETNs on VIX Futures

Number of pages: 41 Posted: 22 Apr 2012 Last Revised: 20 May 2012
Working Paper Series
University of Sussex Business School and University of Reading - ICMA Centre
Downloads 3,931
5.

Credit Rating Agencies in Capital Markets: A Review of Research Evidence on Selected Criticisms of the Agencies

Number of pages: 45 Posted: 01 Jun 2006
Working Paper Series
University of North Texas
Downloads 3,853
6.

Macroeconomic Impact of Basel III

OECD Economics Department Working Papers, No. 844
Number of pages: 16 Posted: 25 Aug 2015
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Downloads 3,633
7.

Fintech Lending: Financial Inclusion, Risk Pricing, and Alternative Information

FRB of Philadelphia Working Paper No. 17-17
Number of pages: 48 Posted: 19 Jul 2017
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 3,542
8.

Disclosure and Financial Market Regulation

Chapter in The Oxford Handbook on Financial Regulation, edited by Eilís Ferran, Niamh Moloney, and Jennifer Payne, (Oxford University Press)., European Corporate Governance Institute (ECGI) - Law Working Paper No. 252/2014, Oxford Legal Studies Research Paper No. 68/2014
Number of pages: 38 Posted: 12 Apr 2014 Last Revised: 10 Dec 2019
Accepted Paper Series
University of Oxford Faculty of Law and University of Bologna - Department of Legal Studies
Downloads 3,536
9.

Key Factors in Determining the Financial Performance of the Indian Banking Sector

Number of pages: 78 Posted: 02 Aug 2012
Working Paper Series
University of East London
Downloads 3,520
10.

Fintech and the Future of Finance

Asian Journal of Public Affairs, 2017 , Lee Kuan Yew School of Public Policy Research Paper No. 17-20
Number of pages: 14 Posted: 22 Aug 2017 Last Revised: 29 Aug 2017
Accepted Paper Series
Nanyang Technological University (NTU)
Downloads 3,137
11.

The New Market Manipulation

Emory Law Journal, Vol. 66, p. 1253, 2017, Temple University Legal Studies Research Paper No. 2017-20
Number of pages: 62 Posted: 06 Jul 2017 Last Revised: 04 Aug 2017
Accepted Paper Series
Temple University - James E. Beasley School of Law
Downloads 3,005
12.

From 'Blockchain Hype' to a Real Business Case for Financial Markets

Number of pages: 11 Posted: 07 Apr 2016 Last Revised: 31 Oct 2018
Working Paper Series
Banca IMI
Downloads 2,938
13.

Regulating Consumer Financial Products: Evidence from Credit Cards

Number of pages: 67 Posted: 26 Sep 2013 Last Revised: 28 Aug 2014
Working Paper Series
National University of Singapore, Office of the Comptroller of the Currency (OCC), University of Chicago Booth School of Business and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,912
14.

Initial Coin Offerings: Emerging Practices, Risk Factors, and Red Flags

Forthcoming, Fintech Handbook, Florian Möslein & Sebastian Omlor eds., Verlag C.H. Beck (2018) , U of St. Thomas (Minnesota) Legal Studies Research Paper No. 17-18
Number of pages: 22 Posted: 14 Nov 2017
Working Paper Series
University of St. Thomas, Minnesota - School of Law and University of Zurich
Downloads 2,895
15.

Valuing Financial Services Firms

Journal of Financial Perspectives, Vol. 1, No. 1, 2013
Number of pages: 20 Posted: 26 Nov 2017
Accepted Paper Series
New York University - Stern School of Business
Downloads 2,890
16.

Fintech Sandboxes: Achieving a Balance between Regulation and Innovation

Journal of Banking and Finance Law and Practice, Vol.28, No. 4, pp. 314-336, 2017, U of Melbourne Legal Studies Research Paper No. 767
Number of pages: 26 Posted: 26 Dec 2017 Last Revised: 11 Mar 2018
Accepted Paper Series
The University of Melbourne, Melbourne Law School and Melbourne Law School - University of Melbourne
Downloads 2,478
17.

Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations

Number of pages: 40 Posted: 20 Feb 2012 Last Revised: 05 Oct 2012
Working Paper Series
University of Oxford and Université Paris VII Denis Diderot
Downloads 2,431
18.

Interest Rates Benchmark Reform and Options Markets

Number of pages: 22 Posted: 09 Mar 2020 Last Revised: 15 Jul 2020
Working Paper Series
NatWest Marketsaffiliation not provided to SSRN
Downloads 2,389
19.

Why Did Australia Fare So Well in the Global Financial Crisis?

THE REGULATORY AFTERMATH OF THE GLOBAL FINANCIAL CRISIS, E. Ferran, N. Moloney, J. G. Hill, and J. C. Coffee, Jr. Cambridge University Press, 2012, pp 203-300, Sydney Law School Research Paper No. 12/35
Number of pages: 60 Posted: 21 May 2012 Last Revised: 03 Jun 2020
Accepted Paper Series
Monash University - Faculty of Law
Downloads 2,374
20.

The Topology of Macro Financial Flows: An Application of Stochastic Flow Diagrams

Algorithmic Finance 2014, 3:1-2, 43-85
Number of pages: 44 Posted: 16 Jan 2014 Last Revised: 27 May 2014
Accepted Paper Series
Clemson University and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 2,144
21.

Regulating Financial Market Infrastructures

Forthcoming draft chapter, The Oxford Handbook on Financial Regulation, edited by Eilís Ferran, Niamh Moloney, and Jennifer Payne, (Oxford University Press)., European Corporate Governance Institute (ECGI) - Law Working Paper No. 259/2014
Number of pages: 43 Posted: 17 Jun 2014 Last Revised: 16 Dec 2015
Accepted Paper Series
University of Genoa - Law Department and Centre for Law and Finance and George Mason University, Antonin Scalia Law School
Downloads 2,114
22.

Central Clearing and Risk Transformation

Norges Bank Working Paper 3/2017
Number of pages: 21 Posted: 20 Apr 2017
Working Paper Series
University of Oxford
Downloads 2,000
23.

The Impact of International Financial Reporting Standards (IFRS) Adoption on the Quality of Financial Statements of Banks in Nigeria.

Number of pages: 19 Posted: 17 Jan 2018
Working Paper Series
Afe Babalola University Ado-Ekiti and Federal Polytechnic Ado-Ekiti - Department of Accountancy
Downloads 1,884
24.

The Irrelevance of Brexit for the European Financial Market

European Business Organization Law Review, Forthcoming, Oxford Legal Studies Research Paper No 10/2017
Number of pages: 37 Posted: 23 Jan 2017 Last Revised: 02 Jan 2018
Accepted Paper Series
University of Hamburg - Institute of Law & Economics
Downloads 1,870
25.

The Regulation of Cryptocurrencies - Between a Currency and a Financial Product

Hebrew University of Jerusalem Legal Research Paper No. 18-10
Number of pages: 39 Posted: 13 Feb 2018 Last Revised: 25 Jun 2019
Working Paper Series
Tel Aviv University - Cegla Center for Interdisciplinary Research of the LawThe Hadar Jabotinsky Center for Interdisciplinary Research of Financial Markets, Crises and Technology (HJC)
Downloads 1,863
26.

Indexing and Active Fund Management: International Evidence

Journal of Financial Economics (JFE), Forthcoming, Darden Business School Working Paper No. 2558724
Number of pages: 73 Posted: 03 Feb 2015
Accepted Paper Series
University of Notre Dame, Nova School of Business and Economics, University of Virginia - Darden School of Business and University of Texas at Austin - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,828
27.

Did the Community Reinvestment Act (CRA) Lead to Risky Lending?

Kreisman Working Papers Series in Housing Law and Policy No. 8
Number of pages: 44 Posted: 08 Nov 2012 Last Revised: 08 Jan 2015
Working Paper Series
National University of Singapore, Northwestern University - Kellogg School of Management, Tel Aviv University and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 1,716
28.

The Impact of Cryptocurrency Regulation on Trading Markets

Journal of Financial Regulation, 7(1): 48-99
Number of pages: 52 Posted: 13 Jul 2020 Last Revised: 07 Jan 2022
Working Paper Series
University of Pennsylvania - The Wharton School and University of Pennsylvania, The Wharton School, Legal Studies & Business Ethics Department
Downloads 1,660
29.

Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze

Journal of Financial Economics (Forthcoming)
Number of pages: 100 Posted: 01 Jun 2017 Last Revised: 09 Feb 2021
Working Paper Series
Imperial College London, Independent, Swiss Finance Institute and University of Kansas - School of Business
Downloads 1,648
30.

What's (Still) Wrong with Credit Ratings

Washington Law Review, Forthcoming, San Diego Legal Studies Paper No. 17-285
Number of pages: 67 Posted: 16 May 2017 Last Revised: 05 Oct 2017
Working Paper Series
University of California, Berkeley - School of Law
Downloads 1,614
31.

Mapping the Global Legal Landscape of Blockchain and Other Distributed Ledger Technologies

Number of pages: 21 Posted: 09 Mar 2017 Last Revised: 31 Jul 2017
Working Paper Series
Max Planck Institute for Comparative Public Law & International Law
Downloads 1,595
32.

Robust and Practical Estimation for Measures of Tail Risk

Number of pages: 50 Posted: 02 Jun 2014
Working Paper Series
Independent
Downloads 1,589
33.

Be Skeptical of Asset Management Research

Number of pages: 6 Posted: 03 Sep 2021
Working Paper Series
Duke University - Fuqua School of Business
Downloads 1,556
34.

Rules vs Principles Based Financial Regulation

Number of pages: 44 Posted: 08 Feb 2015
Working Paper Series
London School of Economics and University of Essex - Essex Business School
Downloads 1,540
35.

Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment

Swiss Finance Institute Research Paper No. 15-40
Number of pages: 59 Posted: 17 Feb 2015 Last Revised: 28 Oct 2015
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 1,434
36.

Crises and the Development of Economic Institutions: Some Microeconomic Evidence

American Economic Review, Forthcoming
Number of pages: 8 Posted: 08 Feb 2016
Accepted Paper Series
University of Chicago - Booth School of Business and University of Southern California, Marshall School of Business
Downloads 1,416
37.

Exchange Traded Funds and Asset Return Correlations

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 15 Mar 2016
Working Paper Series
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,409
38.

Risk Management in Financial Institutions

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 22 Oct 2015 Last Revised: 29 Jul 2019
Accepted Paper Series
Duke University, Duke University - Fuqua School of Business and HEC Paris - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 1,395
39.

The Role of Gatekeepers

Oxford Handbook of Financial Regulation (N Moloney, E Ferran and J Payne eds) (OUP 2015) , Oxford Legal Studies Research Paper No. 22/2014
Number of pages: 28 Posted: 25 Apr 2014 Last Revised: 06 Jun 2016
Accepted Paper Series
University of Oxford - Faculty of Law
Downloads 1,395
40.

A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements

Number of pages: 14 Posted: 17 Jan 2016 Last Revised: 19 Jan 2017
Working Paper Series
Credit Suisse Securities (Europe) Limited, Credit Suisse Securities (Europe) Limited, Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Downloads 1,354
41.

Bank Capital Requirements: A Quantitative Analysis

Charles A. Dice Center Working Paper No. 2015-14, Fisher College of Business Working Paper No. 2015-03-14
Number of pages: 42 Posted: 21 Nov 2013 Last Revised: 17 Jul 2018
Working Paper Series
Ohio State University (OSU) - Department of Finance
Downloads 1,294
42.

Can Information Be Locked-Up? Informed Trading Ahead of Macro-News Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 91 Posted: 13 May 2014 Last Revised: 27 Oct 2015
Accepted Paper Series
University of Miami - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 1,282
43.

Insurance Rates Regulation in Comparison with Open Competition

Connecticut Insurance Law Journal, Vol. 18, No. 1, 2012
Number of pages: 60 Posted: 02 May 2012 Last Revised: 14 Nov 2018
Accepted Paper Series
Bocconi University - Department of Law
Downloads 1,263
44.

Is Regulation to Blame for the Decline in American Entrepreneurship?

Nathan Goldschlag, Alex Tabarrok; Is regulation to blame for the decline in American entrepreneurship?, Economic Policy, Volume 33, Issue 93, 1 January 2018, Pages 5–44, https://doi.org/10.1093/epolic/eix019, GMU Working Paper in Economics No. 15-11
Number of pages: 46 Posted: 05 Feb 2015 Last Revised: 20 Oct 2018
Accepted Paper Series
Center for Economic Studies, U.S. Census Bureau and George Mason University - Department of Economics
Downloads 1,254
45.

An Evaluation of the Theories and Objectives of Financial Regulation Post the 2007-2009 Financial Crisis: A European Perspective

ELSA Malta Law Review 2012
Number of pages: 31 Posted: 01 Aug 2012 Last Revised: 24 Dec 2012
Accepted Paper Series
University of Malta - Department of Banking and Finance
Downloads 1,218
46.

A Regulatory Framework for Exchange-Traded Funds

Southern California Law Review, Vol. 91: 839-941, 2018
Number of pages: 104 Posted: 13 Mar 2018 Last Revised: 19 Oct 2018
Accepted Paper Series
University of Texas at Austin - School of Law and Yale Law School
Downloads 1,160
47.

A Behavioral Framework for Securities Risk

34 Seattle University Law Review 325 (2011)
Number of pages: 54 Posted: 16 Apr 2012 Last Revised: 08 Oct 2013
Accepted Paper Series
Temple University - James E. Beasley School of Law
Downloads 1,155
48.

Banking Regulations after the Global Financial Crisis, Good Intentions and Unintended Evil

Number of pages: 39 Posted: 18 Feb 2012 Last Revised: 28 Oct 2014
Working Paper Series
INSEAD - Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,132
49.

Modeling Corporate Exposure at Default

Number of pages: 35 Posted: 18 Mar 2013
Working Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 1,116
50.

The Twilight Zone: OTC Regulatory Regimes and Market Quality

IGM Working Paper #95, Fisher College of Business Working Paper No. 2013-03-09, European Corporate Governance Institute (ECGI) - Law Working Paper No. 224/2013, Charles A. Dice Center Working Paper No. 2013-09
Number of pages: 112 Posted: 06 Jul 2013 Last Revised: 27 Jun 2017
Working Paper Series
Humboldt University of Berlin - School of Business and Economics, University of Alberta - Department of Finance and Statistical Analysis, University of Chicago - Booth School of Business and The Ohio State University - Fisher College of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,111