A comprehensive long-term analysis of S&P 500 index additions and deletions
Year of publication: |
2014
|
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Authors: | Chan, Kalok ; Kot, Hung Wan ; Tang, Gordon Y. N. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 4920-4930
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Subject: | S&P 500 index revision | Long-run performance | Operating performance | Information quality | Liquidity | Aktienindex | Stock index | Index | Index number | Indexberechnung | Index construction | Informationswert | Information value |
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