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We examine how linguistic complexity affects the capital market reaction to information disclosures. We define linguistic complexity as the use of non-plain English stemming from language barriers. Us...
Figure 14. Non-core liabilities of Korean banks as proportion of M2 (Source: Shin and Shin (2010), data from Bank of Korea)
Complexity and Funding Stability     Complexity  Funding  Stability       2014/3/18
Complexity and Funding Stability
We are interested in computation of arbitrage condition in financial market with friction. We consider a deterministic model with a finite number of financial assets and a finite number of possible st...
Conflicting agendas in corporate governance show the limits of the transaction costs approach and property rights theory. A top-down approach of control and monitor may have negative effect on the co...
This article is a follow-up of a short essay that appeared in Nature 455 1181 (2008). It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rati...
We introduce two numerical conjugacy invariants for dynamical systems – the complexity and weak complexity indices – which are well-suited for the study of “completely integrable” Hamiltonian systems....
For Adam Smith, wealth was related to the division of labor. As people and firms specialize in different activities, economic efficiency increases, suggesting that development is associated with an in...
A representative investor generates realistic and complex security price paths by following this trading strategy: if, a few ticks ago, the market asset had two consecutive upticks or two consecutive ...
The nature of persistent business cycles and growth fluctuations can be understood by a unified approach in measurement and theory. It is found that the HP trend-cycle decomposition provides a consist...
Ping Chen, "Market Instability and Economic Complexity: Theoretical Lessons from Transition Experiments," in Yang Yao and Linda Yueh eds., Globalisation and Economic Growth in China, Chapter 3,pp.35-5...
Conflicting agendas in corporate governance show the limits of the transaction costs approach and property rights theory. A top-down approach of control and monitor may have negative effect on the com...

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