The main aim of this thesis is to analyse the reactions caused by index replacements in the German benchmark stock …-indices DAX, MDAX and HDAX. Usually financial theory suggests that the fact of an index replacement contains no new valuation …-relevant evidence. However the financial press frequently speculates about index replacements and the consequences on the underlying …

Share Price Index Futures contract. Specifically, the Markowitz (1959) portfolio standard deviation measure, the Howard and …

price index at the Jakarta Stock Exchange in 2007 - 2009. The method of analysis used to investigate the effect of the … rupiah / US $ and the SBI interest rate of composite stock price index at the Jakarta Stock Exchange in 2007 - 2009 is … the variables of the Rupiah / US $ and the SBI interest rate of composite stock price index at the Jakarta Stock Exchange …

researchers to argue that index providers should adjust their weighting methods to limit concentration. This study tests and … rejects the hypothesis that concentration arising as a result of capitalization weights in the FTSE 100 Index increases risk … left tail of the return distribution, the equally weighted portfolio of FTSE 100 Index constituents exhibits higher risk …

robust OHR to construct a dynamic hedging strategy for daily returns on the FTSE100 index using index futures. We estimate …

This paper investigates the hypotheses that the recently established Mexican stock index futures market effectively …

in TFP growth. This paper computes an index of labour quality in Spain between 1988 and 2006 using microdata from the … observable characteristics, the index still shows a notable growth at an average annual rate of 0.42 pp. After a period of slight … decline (between 1988 and 1992) the index grows continuously until 2006 when it fell again. This is the case because education …

stock index that trade like shares of stock. Arbitrage costs are low because these assets have low fundamental risk, low … performance of the S&P MidCap 400 index, an index of moderate capitalization firms, and are expected to have higher arbitrage …