The value effect is one of the most studied market anomalies [2-5]. The value effect or value premium refers to the tendency of stocks with lower valuation ratios to earn above average returns over the long run. For example, the cross-sectional variation of stock returns across countries can be partly explained by a global value factor . Such a value effect has been observed across many different markets, regions and sample periods .
Dairy Farm International Holdings to be added to the STI
FTSE Russell announces that there will be one change to the constituents of the Straits Times Index (STI), following the September quarterly review. Dairy Farm International Holdings will be added to the index and, as a result, StarHub will be excluded.
The STI reserve list, comprising the five highest ranking non-constituents...
No changes to the FTSE 100
Four changes to the FTSE 250
FTSE Russell, the global index provider, confirms today that there are no changes to the FTSE 100 Index as a result of the September 2018 quarterly review.
The rules-driven, impartial quarterly reviews ensure the indexes continue to portray an accurate reflection of the market they represent, and form an essential component to...
You are now leaving www.ftserussell.com to access a third party website. The link to the third party website has been provided for information purposes only and inclusion of this link does not imply any endorsement or approval from FTSE Russell. FTSE Russell shall not be responsible for the accuracy, lawfulness or content of any third party website or of subsequent links and does not make any representation whatsoever about the content of any third party website. FTSE Russell does not accept any liability, of any kind, to any person arising as a result of any loss or damage or indirectly from the use of any content on such third party website or subsequent links.