Companies are cross-listed on multiple exchanges in different countries to take advantage of different market features. Due to difference in time zones, it is normally quite impossible to take advantage of instantaneous information spillover from market to market to generate abnormal return....

Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the forecasting ability of investor sentiment index in three major precious metal futures markets, namely, Gold, Silver, and Platinum. A strong...

We introduce a new tensor derived computation of higher dimensional average implied correlations determined from high frequency options panels. Using supersymmetric identities to decrease we can determine average moments and co-moments for equities and incorporate these forward looking measures...