ISS LiquidMetrix

Do ESG Ratings Impact Stock Price Volatility?

Below is an excerpt from ISS LiquidMetrix’s recently released paper “Do ESG Ratings Impact Stock Price Volatility?”. The full paper is available for download from the Institutional

Liquidity Behavior in the S&P 500

As a large cap index all the constituents of the S&P 500 are highly liquid. This is certainly true compared to mid-cap or small cap

Participation Rates and Trading Costs

The ultimate objective of Best Execution is reducing trading costs. By keeping trading costs as low as possible the trader increases the net alpha of