Page 8 - Systematic Risk News Today

Pair Trades or Long-Short is a trading strategy involving 2 stocks where we would buy one stock and sell one stock.

Understanding and managing these risks can be difficult but is crucial to help investors make informed decisions and achieve their financial goals. Learn how today.

But how do we make this analysis? Some investors rely on guesswork, while others examine past performance. But hold on! Theres a logical model that can help you calculate the expected rate of return based on the risk involved. This model is known as the ‘Capital Asset Pricing Model.

New data suggests a tech upgrade is needed to avoid a large central bank footprint in markets

US Russell 2000 at risk of downturn due to widening of high-yield corporate bonds credit widening and higher valuation over S&P 500.

The systemic risk for banks in Europe is getting higher, and the slide caused by the bankruptcy of the Silicon Valley Bank (SVB) may continue, Charles Gave, a financial expert and geopolitical analyst, told Sputnik.

This paper investigates the impact of 19 announcements pertaining to the introduction of value-added tax (VAT) in the United Arab Emirates (UAE) on equities listed on the Abu Dhabi Stock Exchange (ADX). Using a well-established event study methodology over the period 2015 to 2018, a sector-wise assessment of the value constructiveness or destructiveness of these announcements is conducted. In addition, an estimation of sector-wise changes in systematic risk following these announcements is provi...

We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests such as the Corrado ranking test, the Chesney non-parametric conditional distribution approach, the Fama-French five-factor model, the market model, allowing for market integration, and the removal of fi...

Vice-chair Barr complains regulators lack “even basic data” on some areas of shadow banking

Requirements connected to commodity positions jumped 426% in the first quarter