Articles and white papers on trade execution and stock exchanges. Amongst our most popular research in this section are white papers on high-frequency trading (HFT), covering for instance, "high-frequency trading and dark pools" and HFT from an asset manager's perspective. Reports on dark pools of liquidity is well featured, highlighting a need to understand dark pools in equity trading...
, but also reflecting concerns over the impact of dark trading on market quality. Bond liquidity risk has been another recent investor concern, and research on bond market liquidity has been well received. Other popular research includes white papers on broker trade execution services, transition management, extreme price movements, the impact of a global withholding tax, and analysis of trading costs for pension funds. This category contains surveys and papers of interest to traders, dealers, market-makers, trading venues, stock exchanges and operators of dark pools and dealing platforms.
This report sets out ESMA's analysis and conclusions on the preparedness of the investment funds that were reviewed and presents five priority areas identified to enhance the preparedness of funds that have significant exposures to corporate debt and real estate assets to potential future adverse shocks.
Emerging market (EM) currencies have weakened significantly over the past decade and are now generally undervalued according to Capital Group's in-house fundamental-based FX valuation model.
While 2020 is (thankfully) over, it is most certainly not forgotten. Without a doubt, 2020 brought with it the biggest set of market structure related events since the global credit crisis of 2008–2009. Every market was impacted, challenged and closely examined throughout the year, and these events will continue to be…
Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark Index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.
In a banner month for global equity markets, the Russell 2000 clinched a historic milestone of its own. The US small-cap index climbed more than 18% in November, the best monthly gain since its inception in 1984.
