Market Report: As You Were after Recent Footsie RallyHopes of a sustained rally for London's FTSE 100 Index failed to materialise yesterday as investors paused for breath after Monday's surge.The Birmingham Post (England)
From the second half of last year, the AIM index fell much further than the FTSE 100, reflecting investors desire to seek a flight to quality. In the last quarter, however, some of this gap has been recovered but for the stock market ratings of AIM companies to continue to improve furthe...
FTSE blog: Markets fall back after recent rally.The article reports on the record loss of the FTSE 100 Index following the Federal Reserve's decision to introduce a third round of quantitative easing (QE3).SalihChrisFundweb
This paper examines the long-run relationship between implied and realised volatility for a sample of 16 FTSE-100 stocks. We find strong evidence of long-memory, fractional integration in equity volatility and show that this long-memory characteristic is not an outcome of structural breaks ...
Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to investigate the performance of optimal static hedges. Our main model is the Markov-switching vector...
$700 billion bailout for American banks, the FTSE 100 index of leading shares fell by more than 5% to 4818, more than 30% down from its peak value. Banking shares led the market slide, posting more than double-digit losses on the day. Just two weeks previously, a spate of short ...
Investors began the trading week in reflective mood yesterday as the FTSE 100 Index failed to build on its recent rally.The Birmingham Post (England)
(4) Indian S&P BSE SENSEX: consists of the 30 most liquid firms listed on the Bombay Stock Exchange; (5) South African FTSE/JSE Africa All Share Index: a market capitalisation weighted index, as the benchmark index, measures the performance of stocks that make up the top 99% of the ...
Figure 3. The MF-DFA results of intraday stock returns time series (Borsa Italian stock market index, FTSE MIB). (Top Left) Fluctuation functions for q = −10, q = 0, q = 10; (Top Right) generalized Hurst exponent for each q; (Bottom Right) Mass exponent, τ(q). (Bottom Left...
The MFDFA results of intraday stock returns time series(Spanish stock market index, IBEX), Figure S6: The MFDFA results of intraday stock returns time series (Dutch stock market index, AAX), Figure S7: The MFDFA results of intraday stock returns time series (UK stock market index, FTSE)....