Belter, Klaus; Engsted, Tom; Tanggaard, Carsten - Ehrvervøkonomisk Institut, Institut for Økonomi - 2003
We present a new dividend-adjusted blue chip index for the Dan- <p> ish stock market covering the period 1985-2002. In contrast to <p> other indices on the Danish stock market, the index is calcu- <p> lated on a daily basis. In the first part of the paper a detailed <p> description of the construction of...</p></p></p></p>