Marriage Certificate - Charles Nickles & Margaret Nelles

A marriage license for "Charles Nickles of the Township of Grimsby Gentleman and Margaret Nelles of Same place Spinster" and is dated 23 July, 1831.

Marriage Certificate - Thomas Cowan & Annie Easling, 1884

A marriage certificate for Thomas Cowan of Thorold and Annie Easling of St. Catharines. The certificate is dated October 8, 1884 and is witnessed by W. Ross and Jennie McElroy.

ASSESSING THE PERFORMANCE OF EMERGING MARKET MUTUAL FUNDS IN CANADA

Emerging markets have received wide attention from investors around the globe because of their return potential and risk diversification. This research examines the selection and timing performance of Canadian mutual funds which invest in fixed-income and equity securities in emerging markets. We use (un)conditional two- and five-factor benchmark models that accommodate the dynamics of returns in emerging markets. We also adopt the cross-sectional bootstrap methodology to distinguish between ‘skill’ and ‘luck’ for individual funds. All the tests are conducted using a comprehensive data set of bond and equity emerging funds over the period of 1989-2011. The risk-adjusted measures of performance are estimated using the least squares method with the Newey-West adjustment for standard errors that are robust to conditional heteroskedasticity and autocorrelation. The performance statistics of the emerging funds before (after) management-related costs are insignificantly positive (significantly negative). They are sensitive to the chosen benchmark model and conditional information improves selection performance. The timing statistics are largely insignificant throughout the sample period and are not sensitive to the benchmark model. Evidence of timing and selecting abilities is obtained in a small number of funds which is not sensitive to the fees structure. We also find evidence that a majority of individual funds provide zero (very few provide positive) abnormal return before fees and a significantly negative return after fees. At the negative end of the tail of performance distribution, our resampling tests fail to reject the role of bad luck in the poor performance of funds and we conclude that most of them are merely ‘unlucky’.

Volume-Synchronized Probability of Informed Trading (VPIN), Market Volatility, and High-Frequency Liquidity

We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.

Macroeconomic News and LOB in Foreign Exchange ECN Market

We investigate the macroeconomic news effect on the dynamics of the limit order books (LOB) for euro-dollar ECN market in different economic states between Jan. 2006 to Dec. 2009. Using a VAR-STR model on the news surprise, pure news, aggregated good and bad news, we show that news effects on the LOB dynamics vary in different states of economy. The LOB dynamics are measured by depth, spread, slope and volatility. In contract to slope and volatility, depth and spread strongly respond to news surprise and pure news during recession and expansion. These characteristics are more affected by aggregated good and bad news during expansion. News effects are robust to alternative characteristic measures, the different sides of the LOB and the different levels in the LOB.

Marriage Certificate - Joseph Clement and Margaret Duffet

A marriage certificate stating that Joseph Clement and Margaret Duffet were lawfully married according to the Church of England in Montreal, May 9, 1784. The name on the paper appears to be "Margaret Dusalle" and the date appears as "May 7th".

Marriage Certificate - Hamilton K. Woodruff and Julia C. Cleveland

The marriage certificate of Mr. Hamilton K. Woodruff of St. Catharines and Miss Julia C. Cleveland of Erie, Pennsylvania. This is certificate no. 5221 signed by James C. Wilson. This is accompanied by 2 envelopes; one envelope is from Henry L. Rea, clerk of courts, Erie Pennsylvania to Mr. H. K. Woodruff, the other envelope just says "marriage certificate Mrs. H. K. Woodruff", Nov. 21, 1894.

Marriage Certificate - Percy Carruthers Band and Margaret Julia Woodruff

A marriage certificate of Percy Carruthers Band of the city of New York, U.S.A. and Margaret Julia Woodruff of St. Catharines, Ontario, November 25, 1919. The witnesses are C.S. Band and M.S. Walker. The marriage is registered in St. George's Church.

Marriage Certificate Card - Percy Carruthers Band and Margaret Julia Woodruff

A marriage certificate card stating that Percy Carruthers Band and Margaret Julia Woodruff were married in St. Catharines with envelope which has the return address: James Carruthers and Company, Ltd., Grain Exporters, Produce Exchange Building, New York, November 25, 1919.

Clippings - Births, Deaths, Marriage

Clipping of the obituary of Mrs. Mary Lanman Douw Ferris, widow of Morris Patterson Ferris, n.d. Clipping of the obituary of Alfred Sanderson Woodruff, March 20, 1926. Clipping describing the wedding of Margaret Julia Woodruff and Captain Percy Carruthers Band, n.d. Clipping of a birth announcement of a daughter to Mr. and Mrs. P.C. Band, 1924. Clipping of a birth announcement of a son to Mr. and Mrs. Percy C. Band, Sept. 11, 1927.

Marriage Bond between Harrison Narrel of Gainsborough and Anna Simmermon of Clinton

Marriage Bond between Harrison Narrel of Gainsborough and Anna Simmermon of Clinton signed by Andrew Snyder of Gainsborough and William Jacobs of Grimsby, Sept. 1, 1834

Marriage Bond between Henry Chambers of Ancaster and Sarah Smith of Ancaster

Marriage Bond between Henry Chambers of Ancaster and Sarah Smith of Ancaster signed by Charles Anderson of Grimsby and Robert F. Nelles of Grimsby, Dec. 27, 1836.

Marriage Bond between John Smith of Glanford in the Gore district and Jane Atkins of Ancaster

Marriage Bond between John Smith of Glanford in the Gore district and Jane Atkins of Ancaster signed by Edmund Smith of Ancaster and Jeremiah Smith of Glanford, Jan. 17, 1837.

Marriage Bond between Joseph Bridgeman of Grimsby and Calinda Ann Lounsberry of Grimsby

Marriage Bond between Joseph Bridgeman of Grimsby and Calinda Ann Lounsberry of Grimsby signed by Palmer Buckbee of Grimsby and Robert F. Nelles of Grimsby, July [?] 6, 1837.