Platycephalus speculator

Economic theory and technocratic policy have long understood economic action to be a communicative activity. From Laplace and… Expand

Much literature finds that the skewness in the return distribution is negatively correlated with the risk premium coefficient… Expand

Owing to the convexity of the payoff of out-of-the money options, an extremely small probability of a large deviation unseen in… Expand

 

Privately informed owners securitizing assets signal positive information by retaining sufficient interest. Signaling provides… Expand

This paper studies the effect of the time-varying liquidity premium on equities in both a short and long run framework. In the… Expand

This study examines whether actual trader position-based sentiment index is useful for predicting returns in the S&P 500 index… Expand

This paper provides a model incorporating strategic speculative behaviour into a framework of debt default and contagion. A basic… Expand

This paper examines contemporary derivative instruments and the Islamic viewpoint of these new instruments. The validity and… Expand