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Connectivity and Population Structure in a Marginal Sea—A Review
Aim The current biodiversity crisis calls for conservation measures that limit or reduce the negative human impact on key habitats and vulnerable wild populations. To effectively protect biodiversity at all levels, including intra‐specific diversity, conservation measures should, ideally, be aligned with the connectivity and genetic structure of wild populations. In this review, we synthesise the scientific literature on connectivity and population structure of marine species in a marginal sea. Location The study focuses on the Skagerrak—a marginal sea in the northeast Atlantic Ocean. Methods We reviewed a total of 172 scientific publications assessing connectivity or population structure in 48 species. From this material, we summarised the main patterns of connectivity and population structure across species, as well as the taxonomic and geographic representation of the scientific literature within this field. Results Our review shows that contemporary connectivity with adjacent seas is high, but asymmetric, for most species. Simultaneously, most species have multiple distinct populations in the Skagerrak, separate from those in adjacent seas. Within the Skagerrak, population structure is common both among coastal populations and between coastal and offshore populations, but less frequent among offshore populations. In many mobile species, multiple populations temporarily overlap in certain areas, but retain their genetic divergence through homing or other barriers to gene flow. Main Conclusions Even in one of the most intensively studied marine regions within the field of connectivity and population structure, there are still large knowledge gaps limiting both our understanding of connectivity and its application in management decisions. Nevertheless, it is evident that the presence of population structure despite high connectivity, and temporal variability in population assemblages, poses a challenge for area‐based protection measures. This underscores the need for adaptive management that monitors and manages intra‐specific diversity on multiple temporal and spatial scales.
Journal Article
Running the world’s markets
The efficiency, safety, and soundness of financial markets depend on the operation of core infrastructure--exchanges, central counter-parties, and central securities depositories. How these institutions are governed critically affects their performance. Yet, despite their importance, there is little certainty, still less a global consensus, about their governance.Running the World's Marketsexamines how markets are, and should be, run.
Utilizing a wide variety of arguments and examples from throughout the world, Ruben Lee identifies and evaluates the similarities and differences between exchanges, central counter-parties, and central securities depositories. Drawing on knowledge and experience from various disciplines, including business, economics, finance, law, politics, and regulation, Lee employs a range of methodologies to tackle different goals. Conceptual analysis is used to examine theoretical issues, survey evidence to describe key aspects of how market infrastructure institutions are governed and regulated globally, and case studies to detail the particular situations and decisions at specific institutions. The combination of these approaches provides a unique and rich foundation for evaluating the complex issues raised.
Lee analyzes efficient forms of governance, how regulatory powers should be allocated, and whether regulatory intervention in governance is desirable. He presents guidelines for identifying the optimal governance model for any market infrastructure institution within the context of its specific environment.
Running the World's Marketsprovides a definitive and peerless reference for how to govern and regulate financial markets
eBook
Trend trading set-ups : entering and exiting trends for maximum profit
\"An expert reveals a step-by-step process for profiting from trend trading Trend Trading Set-Ups is a vital resource that explains how to identify and measure the strength of a potential trade through the author's Trading Cube method. The method involves monitoring individual stocks, stock sectors, and the overall market in short, medium, and long-term time frames. The best trade setups as viewed through the Trading Cube lens and the book's numerous examples show entry and exit points based on trend transitions witnessed through the Trading Cube. Written by L.A. Little (a professional trader, money manager, and senior contributor to RealMoney.com and TheStreet.com) the book's examples are brought to life through monthly, weekly, and daily charts and are combined with entry and exit techniques--namely anchored support and resistance. The result is a step-by-step process of how to obtain trade entry for the best trades; trades that carry a high reward compared to risk combined with a high probability of success. Offers a clear process for understanding how to enter trades for the best results Shows how to determine stop points and how to measure where to take partial or full profits L.A. Little has been dubbed a \"technician extraordinaire\" by Jim Cramer on his MadMoney television show Engaging and informative, this book also comes in an enhanced e-book version with multiple videos that describe trade set ups in a dynamic manner, showing the market condition; the planning of the trade; the unfolding market action; and the entering and exiting of the trade\"-- Provided by publisher.
Book
Does Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance
This study examines whether user-generated content (UGC) is related to stock market performance, which metric of UGC has the strongest relationship, and what the dynamics of the relationship are. We aggregate UGC from multiple websites over a four-year period across 6 markets and 15 firms. We derive multiple metrics of UGC and use multivariate time-series models to assess the relationship between UGC and stock market performance.
Volume of chatter significantly leads abnormal returns by a few days (supported by Granger causality tests). Of all the metrics of UGC, volume of chatter has the strongest positive effect on abnormal returns and trading volume. The effect of negative and positive metrics of UGC on abnormal returns is asymmetric. Whereas negative UGC has a significant negative effect on abnormal returns with a short \"wear-in\" and long \"wear-out,\" positive UGC has no significant effect on these metrics. The volume of chatter and negative chatter have a significant positive effect on trading volume. Idiosyncratic risk increases significantly with negative information in UGC. Positive information does not have much influence on the risk of the firm. An increase in off-line advertising significantly increases the volume of chatter and decreases negative chatter. These results have important implications for managers and investors.
Journal Article
Trading tools and tactics : reading the mind of the market
\"From the founder of the leading online trading education company Pristine.com, a simple technical method to trade or investMany trading books present esoteric trading concepts and complicated indicators that may look good on paper when viewing the past, but prove ineffective in the real world.Trading Tools and Tactics: Reading the Mind of the Market doesn't just make investing look easy; it makes trading easy by teaching you not only how to identify price moves, but by helping you understand why prices move the way they do. Covers managing trades and setting entries and stops, and helps you view how failed trades or chart patterns of the past can become new opportunities Describes how to identify and understand supply and demand as it relates to resistance and support, as well as how to combine and read multiple time frames that offer the best opportunity to take profits Details both concepts and practical tools to use for life, not just the current market Investing is all about finding the right price patterns to profit from by understanding support, resistance, trends, and volume?as well as identifying the best time frames to trade. Trading Tools shows you how to do just this\"-- Provided by publisher.
Book
The Role of Stock Liquidity in Executive Compensation
We explore the role of stock liquidity in influencing the composition of CEO annual pay and the sensitivity of managerial wealth to stock prices. We find that as stock liquidity goes up, the proportion of equity-based compensation in total compensation increases while the proportion of cash-based compensation declines. Further, the CEO's pay-for-performance sensitivity with respect to stock prices is increasing in the liquidity of the stock. Our main findings are supported by additional tests based on shocks to stock liquidity and two-stage least squares specifications that mitigate endogeneity concerns. Our results are consistent with optimal contracting theories and contribute to the ongoing debate about the increasing trend of both equity-based over cash-based compensation and the sensitivity of total CEO wealth to stock prices rather than earnings.
Journal Article
Portfolio inertia and stock market fluctuations
This paper uses population-wide data from the Panel Study of Income Dynamics and the Survey of Consumer Finances to resolve the conflict between overtrading and inactivity shown in administrative data on brokerage and retirement accounts, respectively. Considerable inertia is found and linked to characteristics (e.g., limited education or resources), but less to index movements: the downswing has encouraged staying out, rather than getting out, of the market. The small minority with brokerage accounts exhibits important differences in trading patterns relative to the population and invests small fractions of wealth in brokerage accounts. Results strengthen the case for default options in retirement accounts and built-in trading provisions in mutual funds.
Journal Article
Audit Quality and the Trade-Off between Accretive Stock Repurchases and Accrual-Based Earnings Management
We examine whether audit quality affects the trade-off between accrual-based and real earnings management. We hypothesize that firms motivated to manage earnings per share (EPS) to meet or beat consensus analysts' forecasts are more likely to engage in accretive stock repurchases (a form of real earnings management) when their ability to manage earnings through accruals is constrained by high audit quality. We find that firms with high audit quality are more likely to use accretive stock repurchases and less likely to use accrual-based earnings management to meet or beat consensus analysts' forecasts. Our results are robust to various controls for endogeneity concerns.
Journal Article