The two reports are called "Canadian HFT Regulations: A Cautious Work in Progress," and "Canadian Equity Market
Structure: Dark Liquidity," the third in a series following the April 2013 publication of "Canadian Equities Market:2013 State of the Industry.
L/S Equity Strategies (as represented by the Dow Jones Credit Suisse Long/Short Equity Hedge Fund Index) have generally outperformed long-only equity markets
(as represented by the MSCI World Index) on both an absolute and risk-adjusted basis over certain periods of time;
is well below other industrial countries.
4 times the three-year equity market
returns, including stock price increase and dividends, of typical companies in their industry.
The average annual year-over-year growth in equity market
capitalization has increased 27 percent between 1990 and 2005.
This interdependence is not just between global equity markets
but also includes global currency markets.
Using a vector autoregressive framework, we discover that a shock to a European equity market
causes a stronger reaction in equity markets
elsewhere in Europe after the removal of exchange controls.
With benchmark obstacles abating and equity markets
continuing to whipsaw in 2001, "market-neutral" or "absolute-return" hedge funds have emerged as an option worth considering for corporate portfolios, provided the true absolute-return hedge funds - i.
However, in an unprecedented move the HKMA also intervened in the equity market
to alleviate "overshooting.
TWO NEW INDEX FUNDS: The Total Equity Market
Index fund and the Extended Equity Market
Index fund are two new no-load offerings from T.
The private equity market
has become an important source of funds for start-up firms, private middle-market firms, firms in financial distress, and public firms seeking buyout financing.
This, in turn, produced above average returns and significantly increased the size of the equity market
relative to the economy.
It also follows that if an investor wants to reduce or increase his or her exposure to the equity market
, or change the characteristics of his equity market
exposure, it could well make more sense to buy or sell a portfolio of stocks as a portfolio (or "basket"), rather than engage in a series of stock-by-stock transactions.