Using daily returns from the NASDAQ Composite and TSE 300
Composite indices from 1984 to 2003, we specify a method that corrects the chaotic forecasting of financial time series taking into account the day-of-the-week, the turn-of-the-month and the holiday effects.
The indices include the Canadian TSE (Toronto Stock Exchange) 35 from 1987, and TSE 300
from 1970, the French CAC 40 from 1987 and SBF 250 from 1970, the German DAX 30 and FAZ Aktien 100 from 1970, the Japanese Nikkei 225 from 1950, and the British FT 30 and FT 700 from 1976.
Its stock is listed on the Toronto Stock Exchange and is included on the TSE 300
Composite, S&P/TSE Canadian SmallCap and TSE 200 indices.
(TSE:ZEN.)(TSE:ZEN.A.), Oakville, Ontario, a TSE 300
company, is a world leader in providing advanced membrane products and services for water purification, wastewater treatment and water reuse.
If you had owned the TSE 300
Index when Nortel plummeted, your investment would have tumbled considerably because the index was heavily weighted in that company.
As measured by Hulbert, the annualized return for stocks recommended by The Investment Reporter was 14.0 percent compared to the TSE 300
annualized return of 12.2 percent.
Hemosol Inc., Toronto, ON, has announced that it has been selected to become a member of the TSE 300
Composite Index (TSE 300
Major investment banking houses have headquartered their mining groups there and mining shares represent about one fifth of the TSE 300
By March 9, 1998, the TSE 300
closed at 7228.06, slightly higher than the previous October 7, high.
As of January 1997, this fund earned an average one year rate of return of 32.1 percent compared to the TSE 300
25.5 percent rate of return over the same time period.
Monthly data for the TSE 300
Composite Stock Price Index, TSE 300
Total Return Index, as well as 14 sub-indexes of the TSE 300
Composite Stock Price Index are analyzed for the ten year period before the earliest phase of automation (11/67-10/77) and the ten years subsequent to automation (11/77-12/87).