Addition to the Nikkei 225 Index and Japanese market response: Temporary demand effect of index arbitrageurs
Year of publication: |
2006
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Authors: | Okada, Katsuhiko ; Isagawa, Nobuyuki ; Fujiwara, Kenya |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 14.2006, 4, p. 395-409
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