A comprehensive long-term analysis of S&P 500 index additions and deletions
Year of publication: |
2013
|
---|---|
Authors: | Chan, Kalok ; Kot, Hung Wan ; Tang, Gordon Y.N. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 12, p. 4920-4930
|
Publisher: |
Elsevier |
Subject: | S&P 500 index revision | Long-run performance | Operating performance | Information quality | Liquidity |
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