reading

Laura Veldkamp on Modeling and Measuring the Data Economy

The five largest American companies derive most of their value not from physical assets, but from intangibles ones, like data. Data and new data technologies are changing production, labor and valuation. April 2020, Veldkamp

Long Run Growth of Financial Data Technology

“Big data” financial technology raises concerns about market inefficiency. A common concern is that the technology might induce traders to extract others’ information, rather than to produce information themselves.October 2019, Farboodi & Veldkamp

Market Design with Blockchain Technology

Blockchain or, more generally, distributed ledger technology allows to create a decentralized digital ledger of transactions and to share it among a network of computers. July 26, 2017, Katya Malinova & Andreas Park

Smart Settlement

Recent regulatory and FinTech initiatives aim to streamline post-trade infrastructures. Does faster settlement benefit markets? May 1, 2018, Mariana Khapko & Marius Zoican

Some Simple Economics of the Blockchain

We build on economic theory to discuss how blockchain technology can shape innovation and competition in digital platforms. April 20, 2019, Christian Catalini & Joshua S. Gans

The Economics of Cryptocurrencies – Bitcoin and Beyond

How well can a cryptocurrency serve as a means of payment? We study the optimal design of cryptocurrencies and assess quantitatively how well such currencies can support bilateral trade. September 1, 2017, Jonathan Chiu & Thorsten V. Koeppl

Why finance is deploying natural language processing

Big data in finance refers to large, diverse (structured and unstructured) and complex sets of data that can be used to provide solutions to long-standing business challenges for financial services and banking companies around the world.Nov 3, 2020, Tracy Mayor

Chapter 19 - Performance Evaluation

Read pages 176 - 188; review the examples, but you may skip over the exhibits. Key topics - risk and return, expected return, market risk, Sharpe ratio 2014, Andrew Clare

FCA researchers outline $5bn ‘tax’ imposed by high-speed trading

Paper released by UK regulators homes in on tactic known as latency arbitrage.Jan 27, 2020, Philip Stafford

Interpreting Factor Models

Optional reading. 2017, Kozak, Nagel and Santosh