THE UK STOCK MARKET AND ECONOMIC FACTORS: A NEW APPROACH

1995 ◽  
Vol 22 (1) ◽  
pp. 129-142 ◽  
Author(s):  
Arnold C.S. Cheng
Keyword(s):  
Stock Market ◽  
Economic Factors ◽  
New Approach ◽  
The Uk

Does the UK Stock Market Overreact? Some Further Evidence for Stock Market Efficiency

2005 ◽  
Author(s):  
Arief Daynes ◽  
Panagiotis Andrikopoulos ◽  
David Latimer ◽  
Paraskevas Pagas
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stock Market Efficiency ◽  
The Uk

Monitoring the marine environment for small round structured viruses (SRSVS): a new approach to combating the transmission of these viruses by molluscan shellfish

1998 ◽  
Vol 38 (12) ◽  
pp. 51-56 ◽  
Author(s):  
K. Henshilwood ◽  
J. Green ◽  
D. N. Lees
Keyword(s):  
Enteric Virus ◽  
Winter Period ◽  
Rt Pcr ◽  
Cloning And Sequencing ◽  
New Approach ◽  
Human Enteric Virus ◽  
Different Strains ◽  
The Uk ◽  
Public Health Protection

This study investigates human enteric virus contamination of a shellfish harvesting area. Samples were analysed over a 14-month period for Small Round Structured Viruses (SRSVs) using a previously developed nested RT-PCR. A clear seasonal difference was observed with the largest numbers of positive samples obtained during the winter period (October to March). This data concurs with the known winter association of gastroenteric illness due to oyster consumption in the UK and also with the majority of the outbreaks associated with shellfish harvested from this area during the study period. RT-PCR positive amplicons were further characterised by cloning and sequencing. Sequence analysis of the positive samples identified eleven SRSV strains, of both Genogroup I and Genogroup II, occurring throughout the study period. Many shellfish samples contained a mixture of strains with a few samples containing up to three different strains with both Genogroups represented. The observed common occurrence of strain mixtures may have implications for the role of shellfish as a vector for dissemination of SRSV strains. These results show that nested RT-PCR can identify SRSV contamination in shellfish harvesting areas. Virus monitoring of shellfish harvesting areas by specialist laboratories using RT-PCR is a possible approach to combating the transmission of SRSVs by molluscan shellfish and could potentially offer significantly enhanced levels of public health protection.

scholarly journals Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic

Economies ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 86
Author(s):  
Renata Guobužaitė ◽  
Deimantė Teresienė
Keyword(s):  
Financial Markets ◽  
Risk Premium ◽  
Trading Strategies ◽  
Economic Factors ◽  
Momentum Strategies ◽  
New Approach ◽  
Managed Futures ◽  
Asset Classes ◽  
Momentum Trading ◽  
Insight Into

Systematic momentum trading is a prevalent risk premium strategy in different portfolios. This paper focuses on the performance of the managed futures strategy based on the momentum signal across different economic regimes, focusing on the COVID-19 pandemic period. COVID-19 had a solid but short-lived impact on financial markets, and therefore gives a unique insight into momentum strategies’ performance during such critical moments of market stress. We offer a new approach to implementing momentum strategies by adding macroeconomic variables to the model. We test a managed futures strategy’s performance with a well-diversified futures portfolio across different asset classes. The research concludes that constructing a portfolio based on academically/economically sound momentum signals with its allocation timing based on broader economic factors significantly improves managed futures strategies and adds significant diversification benefits to the investors’ portfolios.

scholarly journals Investigating the Links between UK House Prices and Share Prices with Copulas

2021 ◽  
Author(s):  
Rakesh K. Bissoondeeal ◽  
Leonidas Tsiaras
Keyword(s):  
Stock Market ◽  
House Prices ◽  
National Level ◽  
Tail Dependence ◽  
Share Prices ◽  
Property Prices ◽  
Left Tail ◽  
The Uk ◽  
The Relationship ◽  
Shared Characteristic

AbstractWe investigate the nonlinear links between the housing and stock markets in the UK using copulas. Our empirical analysis is conducted at both the national and regional levels. We also examine how closely London house prices are linked to those in other parts of the UK. We find that (i) the dependence between the different markets exhibits significant time-variation, (ii) at the national level, the relationship between house prices and the stock market is characterised by left tail dependence, i.e., they are more likely to crash, rather than boom, together, (iii) although left tail dependence with the stock market is a prominent feature of some regions, it is by no means a universally shared characteristic, (iv) the dependence between property prices in London and other parts of the UK displays widespread regional variations.

International Portfolio Diversification Benefits among Developed and Emerging Markets within the Context of the Recent Global Financial Crisis

2014 ◽  
pp. 162-185
Author(s):  
Gülin Vardar ◽  
Berna Aydoğan ◽  
Ece Erdener Acar
Keyword(s):  
Stock Market ◽  
Emerging Markets ◽  
Global Financial Crisis ◽  
Vector Error Correction ◽  
Emerging Stock Markets ◽  
Long Run ◽  
International Investors ◽  
The Uk ◽  
Market Interdependence ◽  
The Impact

This chapter aims to examine the existence of dynamic linkages among the major emerging stock markets, namely Brazil, Hungary, China, Taiwan, Poland, and Turkey, as well as developed markets, particularly the US, the UK, and Germany during the period 2004-2013. Potential dynamic long-run interdependencies are investigated using Johansen and Juselius (1990) multivariate cointegration test and causal relationship through the Vector Error Correction Model (VECM). Moreover, to capture the impact of the recent global crisis on the cointegrating relationship among the developed and emerging markets, the sample period is divided into pre- and post-crisis sub periods. The empirical findings show that, after the crisis period, the direction of the long-run relationship varies, and furthermore, the stock market interdependence increases, supporting herding behavior of investors during the stock market crash period. Therefore, the increasing dynamic co-movements in the period after the crisis provide direct implications for the international investors due to potential limitation in the international risk diversification and the achievement of greater portfolio returns through global investment.

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