A new study in the Journal of Finance reveals that individual trading is positively associated with future short-horizon returns. Documenting a pattern for individual investor trading in the U.S., researchers show that prices go up in the month after intense buying by individuals and go down after intense selling by individuals.

Emissions trading is seen by many governments and commentators as a major means of controlling global warming but it involves worrying assumptions on enforceability and potentially serious implications for development. A study in Regulation and Governance published by Wiley-Blackwell finds that the rise of emission trading brings contentious issues to the fore.

When City traders have high morning testosterone levels they make more than average profits for the rest of that day, researchers at the University of Cambridge have discovered.

Cisco® today announced a new server host and fabric software, known as Datagram Acceleration Layer (DAL), designed specifically to accelerate multicast-based market data infrastructures for automated trading applications.

IBM (NYSE: IBM) and Red Hat (NYSE: RHT), the world's leading provider of open source solutions, today announced a new algorithmic trading platform to help financial services firms take advantage of accelerated streaming data, real-time analytics and complex multi-path calculations in real-time trading and risk environments.

The New York Stock Exchange today (August 23) released its weekly program-trading data submitted by its member firms.

The board of directors of Nortel Networks Limited today declared a dividend in respect of each of the months of August and September on each of the outstanding Cumulative Redeemable Class A Preferred Shares Series 5 and the outstanding Non-cumulative Redeemable Class A Preferred Shares Series 7.

The New York Stock Exchange released on June 1st its weekly program-trading data submitted by its member firms.

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