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The performance effects of composition changes on sector specific stock indices: The case of European listed real estate
Brooks, Chris, (2013)
The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance
Brooks, Chris, (2007)
Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
Brooks, Chris, (2004)