Every year the Russell Indexes are rebalanced to bring in new stocks and remove underperforming stocks. The FTSE Russell calls this event the annual reconstitution process. It begins with evaluations ...

Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Identifying and predicting abnormal FX returns is critical for risk management and ...

Equities are generally considered to be growth assets, implying that equity market returns show positive correlation with economic growth. That’s the conventional wisdom held by most investors, at ...