Using data on international, on-line media coverage and tone of the Brexit referendum, we test whether it is media coverage or tone to provide the largest forecasting performance improvements in the prediction of the conditional variance of weekly FTSE 100 stock returns. We find that versions of...

The chapter explores the potential profitability of a momentum strategy for a private investor. Such a strategy is based on price continuation and requires buying stocks that have performed well in the past while short selling underperforming stocks. In order to replicate a trading strategy...

The article aims at pointing out the differences in market reactions regarding the announcement of an investment of selected Sovereign Wealth Funds in companies listed on the London Stock Exchange. The research sample consists of 796 market transactions made by four selected Sovereign Wealth...