Navigation
Skip to Content
Feasibility study for the creation of a CMU equity market index family
DisplayLogo
Publications Office of the European Union
MainSearch
All collections
EU law
EU publications
EU official directory
Editorial Content
Summaries of Legislation
search
More
Advanced search
Browse by subject
Expert Search
Language Selector
български (bg)
español (es)
čeština (cs)
dansk (da)
Deutsch (de)
eesti keel (et)
eλληνικά (el)
English (en)
français (fr)
Gaeilge (ga)
hrvatski (hr)
italiano (it)
latviešu valoda (lv)
lietuvių kalba (lt)
magyar (hu)
Malti (mt)
Nederlands (nl)
polski (pl)
português (pt)
română (ro)
slovenčina (sk)
slovenščina (sl)
suomi (fi)
svenska (sv)
BasketSummary
0
X
Basket
x
items
X
This item has been added.
Qty:
x
€
x
Sub-total
€
x
Total
€
0.0
View basket
Checkout
MyPortal
Sign in
Navigation Menu
LAW
EU PUBLICATIONS
RESEARCH AND INNOVATION
OPEN DATA
PUBLIC PROCUREMENT
EU WHOISWHO
Navigation Menu
LAW
EU PUBLICATIONS
RESEARCH AND INNOVATION
OPEN DATA
PUBLIC PROCUREMENT
EU WHOISWHO
Publications Office of the EU
Help
Navigation Menu
Breadcrumb
Publication detail
Navigation Menu
AccessibilityTools
Maintenance EN
Please note that this website will be undergoing technical maintenance between 28 and 31 August. Consequently, users may experience instabilities and limited functionality. We apologise for the inconvenience.
Web Content Display (Global)
For a better user experience please update your browser or use
Chrome
or
Firefox
browser.
×
Publication Detail Actions Portlet
Utilities
Add to my publications
Create alert
Permanent link
Metadata RDF
(Opens New Window)
(Opens New Window)
Embed in website
More
Cancel
Rate this publication
Publication Detail Portlet
Publication detail
Home
EU publications
Download
Order
Feasibility study for the creation of a CMU equity market index family
Final study
Publication metadata
This is the final study of the ‘Feasibility study for the creation of a CMU Equity Market Index Family’ for the Directorate-General for Financial Stability, Financial Services and Capital Markets Union (DG FISMA). The assessed CMU Equity Market Index Family covers 38 indices in total, including all share, ESG, SME Growth Market, sectoral, company size, and market size-based indices. These are
calculated for both the most liquid stocks and less liquid stocks to promote convergence. For each of the indices the price, gross and net return rates are calculated. The conclusion of the feasibility study is that there is some potential among investors for a CMU Equity Index Family. To some extent, the CMU All Share Index has potential as a benchmark for mutual fund, or to be tracked by ETFs, and this is especially the case for some of the sub-indices. Whether this potential is realised will depend largely on the quality of the index provider, pricing of the use of the indices and implementation strategy.
View more
View less
Download and languages
Close
Available languages and formats
Download
X
Available languages and formats
English
(en)
pdf
Publication details
Related publications
Published:
2020-07-20
Corporate author(s):
CEPS
,
Directorate-General for Financial Stability, Financial Services and Capital Markets Union
(
European Commission
)
,
NorthGrant Consulting
Personal author(s):
Di Salvo, Mattia
;
Musmeci, Roberto
;
Lončarski, Igor
;
Groen, Willem Pieter de
;
Alcidi, Cinzia
;
Berk Skok, Aleš
;
Oliinyk, Inna
Themes:
Economy — Finance
Subject:
capital market
,
economic indicator
,
European Union
,
feasibility study
,
share
PDF
ISSN
ISBN
978-92-76-03739-2
DOI
10.2874/822497
Catalogue number
EV-01-19-456-EN-N
PDF
ISBN
978-92-76-03739-2
DOI
10.2874/822497
Catalogue number
EV-01-19-456-EN-N
View more
View less
Publication Viewer
Document viewer
The document doesn't have a viewable format at this time
Go Back Widget
Back to list of results
