FTSE 100
Relative Valuation; Determining the Most Accurate Valuation Multiples for the FTSE 100
... the FTSE 100 over the time period of 2010 to 2014 with monthly ...The FTSE 100 consists of ten sector, consumer staples, consumer discretionary, energy, financials, health care, industrials, ...
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Link between S&P 500 and FTSE 100 and the comparison of that link before and after the S&P 500 peak in October 2007
... In figure 2.2 we see the two indices reactions to shocks since the financial crisis. It appears that there is a stronger cyclical effect on the S&P 500 when it is processing shocks since October 2007. After the peak, ...
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To what extent does gender diversity on a board of a company listed on the S&P 100 and FTSE 100 affect the firm’s performance : a comparative study
... Gender diversity on the corporate board has become a major topic in corporate governance also due to society, the government and academic research. Because there are a lot of theoretical arguments that support that ...
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The Effect of Gender on Stock Price Reaction to the Appointment of Directors: The Case of the FTSE 100
... the FTSE 100 as at 9 June 2010, with those companies which were not included in the index at any stage over the period January 2005 to June 2010 being ...The FTSE 100 was chosen on the basis ...
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Accounting for information: Information and knowledge in the annual reports of FTSE 100 companies
... However, although there is much discussion on how companies should value information and knowledge, there is a paucity of empirical research into the way that companies do value these assets, that is, how they are ...
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Are share prices an economic barometer?: on the relationship between share prices and mental health
... Table 3 presents various estimation results on the effect of share prices and mental health. For brevity we report only the estimated coefficient on the share price terms but a selection of extended results are available ...
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Nonparametric approach to portfolio diversification: the case of Australian equity market
... We note that in a longer study period 1992-2012 the test table 1 - Nonlinear Unit Root Test Results Variable S&P/ASX 300 Acc S&P 500 FTSE 100 Nikkei 225 DAX 30 Hang Seng Shenzhen Composi[r] ...
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The Female FTSE Board Report 2015
... As we have explained, turnover is key to driving change and this is one of the significant barriers holding back progress in the USA. Whilst turnover resolutely stays at around 6-8% each year, even with one third of new ...
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In Search of Market Index Leaders: Evidence from World Financial Markets
... Table 2 shows the mean values for the …rst quartile. Nikkei is still the more risky index (standard deviation equal to 1.57%) with one of the lowest mean returns (-1.1%). Otherwise, FTSE 100 is the least ...
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Women directors on FTSE company boards: An exploration of the factors influencing their appointment
... the FTSE 100, 30% of non-executive directors, so as 25% of this sample, they are arguably well ...of FTSE 100 companies and the all remainder on the boards of FTSE 250 ...
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Improving climate change reporting
... Tokyo, FTSE Group services clients in 77 countries ...the FTSE Global Equity Index Series, which includes world-recognized indexes ranging from the FTSE All-World Index, the FTSE4Good series and the ...
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A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis
... To investigate spillover effects three stock market indices were used, namely: Standard & Poor’s Composite 500 for the USA, FTSE 100 for the UK and the Nikkei 225 for Japan. The data were downloaded ...
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Modelling Stock Prices with Exponential Weighted Moving Average (EWMA)
... forecast FTSE 100 Stock Prices of top 100 companies listed on London Stock Ex- change by using the Exponential Weighted Moving Average (EWMA) ...UK FTSE 100 ...of FTSE 100 ...
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Women on Boards: Progress following the 2012 Corporate Governance Code
... the FTSE 100� There continue to be areas where further improvements would be beneficial� Too many FTSE 250 companies are falling short of full Code compliance� However, there are many good examples ...
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Canonical Coalition Game Theory for Optimal Portfolio Selection
... In this paper a portfolio which can yield the optimal return was built among 15 stock certificates of FTSE 100 with different risk abilities with the help of [r] ...
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Identifying and trading reversals following a downward overreaction : the MOPOI trading algorithm
... DJIA, FTSE 100, Hang Seng Index and the S&P 500 for the same period, to see whether the MOPOI trading algorithm is capable of outperforming the market, and to see whether technical analysis can be ...
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Volatility Prediction: A Study with Structural Breaks
... 500, FTSE 100, SZSE Composite and FBMKLCI indices indicate that the proposed framework effectively captures the dynam- ics of conditional volatility and provides better out-of-sample forecasts rela- tive to ...
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Empirical pricing kernels obtained from the UK index options market
... Empirical pricing kernels for the UK equity market are derived as the ratio between risk-neutral densities, inferred from FTSE 100 index options, and historical real-world densities, estimated from time ...
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Direct numerical simulations of passive scalars: effect of initial mixture fraction distribution on timescales
... This symposium series is highly relevant considering that combustion remains central to global concerns about energy conversion technologies and the environment. Recent symposia were held in Newcastle (2011), Brisbane ...
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A The impact of Islamic finance on the structure of stock returns of a diversified sample of indices
... The application of the ADF test on the residues of the relationship between each Islamic stock index and its benchmark shows that the null hypothesis of a unit root is rejected at the 10% level for couples of indices of ...
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