We summarise a study that investigates the relationship between unexpected climate news and equity performance, aiming to quantify climate beta.

Deep learning has created new ways for VC firms to source investment opportunities. In this literature review, we summarise a study that distils existing industry knowledge on the subject.

The semiconductor industry has found itself at the centre of a geopolitical battleground, with the US and China both funding the development of advanced chip manufacturing capabilities at home. This report reviews studies that use news, academic and investment deals data to understand the outlook.

Are we in a recession? The answer is often discovered too late, with official figures published at a substantial lag. In this literature review, we discuss a paper that analyses the integration of alternative aviation data to improve GDP nowcasting.

Worldwide, the emphasis on sustainability is fuelling fund flows into ESG investments. This review summarises a study of Korean fund investors’ sensitivity to past performance and volatility, exploring the differences between ESG and non-ESG funds.

This literature review summarises a recent paper on retail investors green investment choices and their motives. We also summarise the datasets available for investment managers who wish to track retail trading and investment activities across asset classes.

The daily closing price of equity options can affect the asset value of funds and their ability to cover potential losses. As such, it’s an important metric. However, there’s no reliable mechanism for establishing this price due to some of the peculiarities of options trading. This paper explores the possibility of using a machine learning model to improve end-of-day options pricing.

In an uncertain economic environment, monthly and quarterly statistics may not accurately capture rapidly changing macro conditions. In this literature review, we summarise a study that uses high-frequency data to construct an index that more accurately reflects economic activity in an uncertain climate.

Investors have been paying close attention to supply chain issues in China since the disruptions brought about by Covid-19. Despite the easing of pandemic-era restrictions, growing geopolitical tensions and China’s economic slowdown continue to attract investors’ attention. This paper examines the spillover effects of credit rating actions on supply chains in China.

The growth of ETF investments has coincided with the growing sensitivity of emerging market capital flows to global financial shocks. To date, the majority of studies on the subject have focused on the importance of ETFs relative to competitive instruments (e.g. mutual funds). However, only a few have examined the correlation between emerging market ETF flows and global financial shocks. We review a study that examines the role of ETFs in transmitting global financial conditions to emerging market economies.