Search Results - subject:"Index effect"

Spillover effects of MSCI inclusion announcement : evidence and implications from China

Wei, Zhihua; Wu, Deqian; Zeng, Aimin; Li, Bo - In: Pacific-Basin finance journal 88 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015324756

Implicit barriers, market integration and asset prices : evidence from the inclusion of China A-shares in MSCI global indices

Li, Bo; Sun, Qian; Wei, Zhihua - In: Journal of international financial markets, … 93 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014583897

Does the S&P index effect differ between large and small company stocks?

Biktimirov, Ernest N.; Xu, Yuanbin - In: International journal of managerial finance : IJMF 20 (2024) 2, pp. 457-478

Persistent link: https://www.econbiz.de/10014496251

Understanding short-term price pressure from index reconstitutions : evidence from the CSI 300

Chu, Gang; Goodell, John W.; Li, Xiao; Zhang, Yongjie - In: Accounting and finance 63 (2023) 2, pp. 2421-2440

Persistent link: https://www.econbiz.de/10014302097

Forecasting index changes in the German DAX family

Franz, Friedrich-Carl Alexander - In: Journal of asset management 21 (2020) 2, pp. 135-153

Persistent link: https://www.econbiz.de/10012292758

Forecasting index changes in the German DAX family

Franz, Friedrich-Carl - In: Journal of Asset Management 21 (2020) 2, pp. 135-153

Combining market data with a publicly available monthly snapshot of Deutsche Börse’s index ranking list, I create a model that predicts index changes in the DAX, MDAX, SDAX, and TecDAX from 2010 to 2019 before they are officially announced. Even though I empirically show that index changes...

Persistent link: https://www.econbiz.de/10014503901