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Cap-Weighted All Stock Indices, Developed Markets
Ramraika, CFA, Baijnath - 2015
in the MSCI World Developed Market index as of December 31, 2014. We filter out country level data for illiquid and very …
Persistent link: https://www.econbiz.de/10013029141
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Can sustainable investment yield better financial returns : a comparative study of ESG indices and MSCI indices
Jain, Mansi; Sharma, Gagan Deep; Srivastava, Mrinalini - In: Risks : open access journal 7 (2019) 1/15, pp. 1-18
the usual markets, namely MSCI world index (MSCI W), MSCI All Country World Equity index (MSCI ACWI), MSCI USA index (MSCI …
Persistent link: https://www.econbiz.de/10012016034
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The short-term impact of COVID-19 on global stock market indices
Singh, Gurmeet; Shaik, Muneer - In: Contemporary economics 15 (2021) 1, pp. 1-18
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and … financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global … sectors (Pharma, Healthcare, Information Technology, Hotel & Airline) based on the indices of three different economies (World …
Persistent link: https://www.econbiz.de/10012485328
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Cap-Weighted All Stock Indices, Emerging Markets
Ramraika, CFA, Baijnath - 2015
The all-stock equity indices provide important information to market participants for asset allocation and investment performance evaluations. In this paper, we construct market capitalization weighted indexes for each of the 23 countries included in the MSCI Emerging Markets index as of...
Persistent link: https://www.econbiz.de/10013028705
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Detecting and analysing possible outliers in global stock market returns
Shehadeh, Ali; Alwadi, Sadam M.; Almaharmeh, Mohammad I. - In: Cogent economics & finance 10 (2022) 1, pp. 1-14
sampled from around the world. The main objective of the paper is to provide an extensive analysis of the main characteristics …
Persistent link: https://www.econbiz.de/10013460047
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Intra-Day Realized Volatility for European and USA Stock Indices
Degiannakis, Stavros Antonios - 2019
The paper constructs measures of intra-day realized volatility for 17 European and USA stock indices. We utilize a model-free de-noising method by assembling the realized volatility in sampling frequency selected according to the volatility signature plot which minimizes the micro-structure...
Persistent link: https://www.econbiz.de/10012897936
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FTSE/JSE Top 40 Index Long-Term Returns
Kotze, Antonie - 2017
The FTSE/JSE Top 40 Index is the flagship index at the Johannesburg Stock Exchange (JSE). It captures more than 80% of the total market capitalisation of all the shares listed on the JSE. It is tradable and the liquid ALSI future is listed on this index. A superficial view of the long-term...
Persistent link: https://www.econbiz.de/10012955234
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The Short-Term Impact of COVID-19 on Global Stock Market Indices
Singh, Gurmeet; Shaik, Muneer - 2021
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and … financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global … sectors (Pharma, Healthcare, Information Technology, Hotel & Airline) based on the indices of three different economies (World …
Persistent link: https://www.econbiz.de/10013227586
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A Comparison of Short-Term Mean-Reversion Indicators for Global Equities
Micaletti, Raymond - 2023
We examine an array of short-term mean-reversion indicators for global equities. The indicators encompass the most widely known price oscillators from the field of technical analysis along with several modified versions first developed by the author in the 2009- 2010 time frame. Constructing...
Persistent link: https://www.econbiz.de/10014254908
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Correlation of Democracy Indicators and Markets Returns
Axelrod, Scott - 2017
We perform various experiments correlating past changes of social indicators about a country with future stock market returns for that country. The 169 social indicators we use, which go back as far as the year 1900, are available from the Varieties of Democracy Project. We use two sets of data...
Persistent link: https://www.econbiz.de/10012957781