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Financial intermediaries : an analysis of essential articles

Recommended readings (Machine generated): Tabb, L. (2012), 'Written Testimony to the United States Senate Committee on Banking, Housing and Urban Affairs by Larry Tabb, CEO, TABB Group', 30 September, http://www.banking.senate.gov/public/index.cfm?FuseAction=Hearings.Testimony&Hearing_ID=f8a5cef9-291d-4dd3-ad3-10b55c86d23e&Witness_ID=f52000faa2-1cfe-48a5-b373-60bde009d3a3, accessed 20 January 2013. -- Kirilenko, A.A., Kyle, A.S., Samadi, M. and Tuzun, T. (2011), 'The Flash Crash: The Impact of High Frequency Trading on an Electronic Market', http://papers.ssrn.comn/so13/papers.cfm?abstract_id=1686004, accessed 5 April 2013. -- Vigna, P. and Lauricella, T. (2012), 'Sawtooth Trading Hits Coke, IBM, McDonald's, and Apple Shares', Wall Street Journal, 19 July, http://blogs.wsj.com/marketbeat/2012/07/19/sawtooth-trading-hits-coke-ibm-mcdonalds-and-apple-shares/, accessed 25 July 2012. -- Khandani, A.E. and Lo, A.W. (2007), 'What Happened to the Quants in August 2007?', Journal of Investment Management, 5 (4), 5-54. -- Lehmann, B.N. (1990), 'Fads, Martingales, and Market Efficiency', Quarterly Journal of Economics, 105 (1), 1-28. -- Lo, A. and MacKinlay, C. (1990), 'When Are Contrarian Profits Due to Stock Market Over-reaction?', Review of Financial Studies, 3 (2), 175-205. -- Goldman Sachs Asset Management (2007), 'The Quant Liquidity Crunch', Goldman Sachs Global Quantitative Equity Group, August. Proprietary document for Goldman Sachs clients; not available to the general public. -- Rothman, M.S. (2007a), 'Turbulent Times in Quant Land', US Equity Quantitative Strategies, 9 August, Lehman Brothers Equity Research, http://dealbreaker.com/_old/images/pdrf/quant.pdf, accessed 19 August 2007. -- Rothman, M.S. (2007b), 'View from QuantLand: Where Do We Go Now?', US Equity Quantitative Strategies, Lehman Brothers Research. Proprietary document for Lehman clients only; not available to the general public. -- Rothman, M.S. (2007c), 'Rebalance of Large Cap Quant Portfolio', US Equity Quantitative Strategies, Lehman Brothers Research. Proprietary document for Lehman clients only; not available to the general public. -- Edgeworth, F.Y. (1888), 'The Mathematical Theory of Banking', Journal of the Royal Statistical Society, LI, 113-27. Reprinted in Lewis, M.K. (ed.), Financial Intermediaries. The International Library of Critical Writings in Economics, 43, Aldershot, UK and Brookfield, VT, USA: Edward Elgar, 1995. -- Haubrich, J.G. and King, R.G. (1984), 'Banking and Insurance', Working Paper 1312, National Bureau of Economic Research. -- Orr, D. and Mellon, W.G. (1961), 'Stochastic Reserve Losses and Expansion of Bank Credit', American Economic Review, LI (4), 614-23. Reprinted in Lewis, M.K. (ed.), Financial Intermediaries. The International Library of Critical Writings in Economics, 43, Aldershot, UK and Brookfield, VT, USA: Edward Elgar, 1995. -- Friedman, M. (1969), 'The Optimal Quantity of Money', in M. Friedman, The Optimal Quantity of Money and Other Essays, Chicago: Aldine Publishing Co., 1-50. -- Keister, T. and McAndrews, J.J. (2009), 'Why Are Banks Holding So Many Excess Reserves?', Current Issues in Economics and Finance, Federal Reserve Bank of New York, 15 (8), 1-11. -- Iley, Richard A. and Lewis, M.K. (2013), Global Finance After the Crisis: The United States, China and the New World Order, Cheltenham, UK and Northampton, MA, USA: Edward Elgar. -- Bank for International Settlements (2010), 'The Future of the Financial Sector', BIS80th Annual Report, Basel, Switzerland: Bank for International Settlements, 74-88. -- Gurley, J.G. and Shaw, E.S. (1960), Money in the Theory of Finance, Washington, DC: The Brookings Institution, 1995. -- Keynes, J.M. (1936), General Theory of Employment, Interest and Money, London: Macmillan. Ausführliche Beschreibung