An examination of the information content of S&P 500 index changes: Analysis of systematic risk
Year of publication: |
2011
|
---|---|
Authors: | Geppert, John M. ; Ivanov, Stoyu I. ; Karels, Gordon V. |
Published in: |
Review of Accounting and Finance. - Emerald Group Publishing. - Vol. 10.2011, November, 4, p. 411-426
|
Publisher: |
Emerald Group Publishing |
Subject: | Beta changes | Beta decomposition | Beta factor | Corporate finances | S&P 500 constituents changes | Stock prices | United States of America |
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