Research

One may reasonably argue that the recent flows into the Low Volatility strategies might affect their future performance because of the flow pressure on the prices of the companies that generally are selected by this investment approach. More recently, some market (...)

A six-year study of the Financial Times has found that the more frequently a company is mentioned in the newspaper in the morning, the greater the volume of shares traded in that company during the same day.

Fitch Ratings has affirmed Russia’s Long-term foreign and local currency Issuer Default Ratings (IDR) at ’BBB’ with a Stable Outlook. The Short-term rating has been affirmed at ’F3’ and the Country Ceiling at ’BBB+’.

Fitch Ratings says in a newly-published report that the popular perception that sovereigns cannot default on debt denominated in their own currency because of their power to print money is a myth. They can and (...)

In research published two weeks ago entitled, “Smart Beta 2.0,” EDHEC-Risk Institute is seeking to draw the attention of investors to the risks of traditional smart beta equity indices and propose a new approach to smart beta investing to take account of these (...)