Comovement and index fund trading effect: evidence from Japanese stock market
Year of publication: |
2015-04-09
|
---|---|
Authors: | Suzuki, Hirofumi |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 35.2015, 2, p. 949-958
|
Publisher: |
AccessEcon |
Subject: | comovement | Beta | Index inclusion |
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