Mirco Balatti

Henley Business School - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA, RG6 6JE

United Kingdom

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

703

CITATIONS

0

Scholarly Papers (2)

1.

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Number of pages: 48 Posted: 14 Sep 2016 Last Revised: 23 Feb 2018
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 525 (50,484)

Abstract:

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Quantitative Easing, Monetary Policy, Stock Market, Vector Autoregression

2.

Fundamental Indexing in the UK

Number of pages: 44 Posted: 07 Mar 2016 Last Revised: 19 Feb 2017
Mirco Balatti, Chris Brooks and Konstantina Kappou
Henley Business School - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 178 (164,058)

Abstract:

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indexing, passive investing, fundamentally weighted index, market capitalisation weighted index, noise in price