The Division of Economic and Risk Analysis (DERA) was created in September 2009 to integrate financial economics and rigorous data analytics into the core mission of the SEC. The Division is involved across the entire range of SEC activities, including policy-making, rule-making, enforcement, and examination.
About the Division of Economic and Risk Analysis
NEW! Available for download, financial statement data sets provide selected information extracted from exhibits to corporate financial reports filed with the Commission using eXtensible Business Reporting Language (XBRL).
Learn more about Financial Statement Data Sets
NEW! Available for download, Draft 2016 Order Handling Data Schema and Report Renderer for Broker-Dealers.
Learn more about Taxonomies
Security Recommendations and the Liability of Broker-Dealers
May 1, 2016
Mutual Funds Apart From the Crowd
April 23, 2016
Manipulation of Illiquid Asset Indexes
Feb. 26, 2016
A Pilot Survey of Agent Securities Lending Activity
Aug. 24, 2016
Issuance Activity and Interconnectedness in the CMBS Market
Aug. 11, 2016
The Determinants of ETF Trading Pauses on August 24th, 2015
Feb. 23, 2016
Abby Kim, Yiuman Tse, and John Wald, 2016, Time Series Momentum and Volatility Scaling, Journal of Financial Markets, forthcoming.
Jan Jindra, Torben Voetmann, and Ralph Walking, 2016, Private Class Action Litigation Risk of Chinese Firms Listed in the U.S., Quarterly Journal of Finance, forthcoming.
Austin Gerig and David Michayluk, 2016, Automated Liquidity Provision, Pacific Basin Finance Journal, forthcoming.
Archana Jain, Pankaj Jain, and Zabihollah Rezaee, 2016, Value-Relevance of Corporate Social Responsibility: Evidence from Short Selling, Journal of Management Accounting, forthcoming.
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