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Articles by MSCI Research
Liquidity Risk Monitor Report Q2 2022
Research Report | Jul 12, 2022 | MSCI ResearchDownload the special report highlighting key liquidity indicators from the Russia-Ukraine War.
The Relative Strengths of Industry and Country Factors in Global Equity Markets
Research Report | Apr 27, 2011 | MSCI ResearchWe investigate the relative strength of industry versus country effects in the global equity markets during the sample period 1994-2010. In particular, we examine three market segments: (a) the world market, (b) emerging markets, and (c) developed Europe. We employ a factor-based approach to construct portfolios that capture the “pure” effect of each industry or country, and measure the relative strength of the two effects. For the world market, we find that industry and country...