Shorting Costs and Exploitation of Stock Anomalies [PREMIUM]

Do anomaly portfolios that are long (short) the tenth, or decile, of stocks with the highest (lowest) expected value-weighted returns based on some firm accounting variable or stock behavior really work on a net basis? In the May 2019 version of their …

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SIF Folio: Why nine months could be the optimum holding period

Before I get started, I’d just like to point you towards Jack Brumby’s piece from last week, which covers three potential recovery plays. Jack also included two charts which contrast Google search levels for “corona” with the performance of the FTSE Al…

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FTSE 100 sees gains pared

The FTSE 100 was up 108 points (1.9%) at 5,863, just a handful of points below its high point for the day. Cruise ships operator Carnival PLC …

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FTSE 100 holding on to triple-digit gain

"The worst part of the pandemic may be approaching its end,” said Connor Campbell at Spreadex. GetBusy Plc -. FTSE 100 index gains 101points …

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Europe: Stocks rebound at open

London’s benchmark FTSE 100 index of leading blue-chip companies advanced 1.6 per cent compared with the closing level on Monday to stand at …

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Euro at Risk as German Court Weighs ECB QE Program

The Euro is at risk as Germany’s constitutional court weighs on the ECB’s QE effort. If it rules against the central bank, the single currency may suffer alongside broader risk appetite.

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