EQUITY INVESTMENTS - The Russell Reconstitution Effect - Price movements associated with index rebalancing are a concern for investment managers and traders.
Year of publication: |
2003
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Authors: | Madhavan, Ananth |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 59.2003, 4, p. 51-64
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