Extended-lister
Showing 91 - 100 of 108 entries
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Methodology
MSCI Factor Indices - MethodologyPDF
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Methodology
MSCI Short and Leveraged Indices - MethodologyPDF
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Research Report
Capturing the Value PremiumMSCI Value Weighted Indices are systematic indices that aim to reflect the value premium by employing an alternative weighting scheme that tilts the index towards stocks with lower valuation ratios. In this paper, we review the theoretical aspects of value weighted indices and through empirical studies we discuss the important facets of index construction that underpin the design of MSCI Value Weighted Indices. They are based on an objective and transparent methodology by which all the...
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Methodology
MSCI Short and Leveraged Indices - MethodologyPDF
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Methodology
MSCI Value Weighted Indexes - MethodologyPDF
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Methodology
MSCI Minimum Volatility Indices - MethodologyPDF
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Methodology
MSCI High Dividend Yield Indices - MethodologyPDF
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Methodology
MSCI 25/50 Indices - MethodologyPDF
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Methodology
MSCI Factor Indices - MethodologyPDF
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Research Report
Is There a Link Between GDP Growth and Equity Returns?The analysis of a possible positive relationship between economic growth and stock market returns is interesting both theoretically and practically. Investors often wonder if they should assign higher weight to countries with higher economic performance, hoping that economic growth will eventually show up in equity returns. Although this relationship seems quite intuitive, historically long-run stock price growth has fallen short of GDP growth in many countries. In this bulletin, we use...