gaps Tag

Down Gaps On the Rise

08 Jan, by Knowledge Leaders Team in Markets

As one measure of market volatility, we calculate the cumulative number of stocks in the MSCI World Index that open at least 2% higher (or lower) than the previous close over a 65-day time period.  Extremes in the number of gaps often occur in conjunction...

Fewer and Fewer Gaps

16 Jun, by Knowledge Leaders Team in Uncategorized

The number of instances in which constituents of the MSCI World Index have experienced large price swings– plus or minus 5% in either direction– is approaching previously low levels that coincided with market declines: Asia-Pacific Europe North America...