Blog

CBOE recently commissioned a study by Mark Shore, the Chief Research Officer at Shore Capital Research and Adjunct Professor at DePaul University in Chicago.

By: Mary Fjelstad, Sr. Research Analyst

Anyone whose home currency is the Euro would have benefited handsomely from exposure to global listed real estate in 2015.

By: Wes Wynn,  Director, Benchmark Products and Catherine Yoshimoto, Sr. Index Product Manager

To say a lot has happened in the US equity markets since the last Russell indexes reconstitution in June 2015 would be an understatement. Oil prices have continued their dramatic slide, the US Fed raised interest rates for the first time in nearly a decade, and China’s economic slowdown has shaken investor confidence.

By: Caroline O’Shaughnessy, Global Head of Sales & Marketing

In the first week of February 2016, China’s State Administration of Foreign Exchange (SAFE) announced some key Qualified Foreign Institutional Investor (QFII) rule changes created to ease restrictions on foreign investment in China A shares and bring the rules more in line with the RQFII scheme.  FTSE Russell has welcomed this announcement as a major step forward for market access and capital repatriation.

By: Tom Goodwin, Sr. Research Director

Nobel economist Robert Shiller recently wrote an op-ed piece in the New York Times on psychology and the market.^[1]  He draws on the field of narrative psychology, which suggests that popular narratives are powerful motivators. His observations are especially relevant for today’s market. It has plummeted since the beginning of the year and everyone is struggling to make sense of it.

By: Mat Lystra, Sr. Research Analyst

Theodore Roosevelt reveled in the power of the Presidency as a persuasive force, calling it the “bully pulpit”. A century later the US Presidency is still arguably the most influential position in the world. But how much influence does the President have over the economy, and in particular, the stock market? There’s a wide body of research that explores those questions and the general consensus seems to be: perhaps some, but not much. 

Index IDEA: Examining YTD performance for high quality, low volatility, dividend-paying US stock index

By: Mat Lystra, Sr. Research Analyst

China developed one of the earliest systems of mathematics, using rods arranged in specific directions to count in 1s and 10s. This simple but effective method allowed for advancements in the measurement of trade, farming output and other government interests.^[1]

By: Mary Fjelstad, Sr. Research Analyst

Factor indexes have emerged as one of the most noteworthy innovations to come out of the smart beta trend, but I’ve heard varying views from industry practitioners about how they can be used in constructing portfolios.