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Research

Stock exchange merger and liquidity

This paper by Columbia University’s Ulf Nielsson, empricially investigates the effects of stock exchange consolidation, specifically measuring how it affects stock liquidity and how the effect varies with firm type.
Uncategorised posts

Russell Axioma launches factor-based indexes

Institutional investors’ increasing use of factor-based models to understand their portfolio risk exposures is the conduit for Russell Investments’ collaboration with Axioma to launch a series of factor-based indexes to rival MSCI/Barra, according to Rolf Agather, managing director of research and innovation at Russell.
Investor Profile

Ducks get in a row for UK’s NEST

If there was an opportunity for a clean slate, what investments and service providers would provide the optimal structure for your members? The UK’s National Employment Savings Trust is preparing to receive its first contributions next year. Amanda White spoke with chair Lawrence Churchill about that privilege and challenge.
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