Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
Year of publication: |
2004-03
|
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Authors: | Brooks, Chris ; Kappou, Konstantina ; Ward, Charles |
Institutions: | Henley Business School, University of Reading |
Subject: | Index effect | S&P 500 | market efficiency | price pressure | three-factor model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Portfolio Management 2005, 31:2, 50-63 Number icma-dp2004-04 43 pages |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Brooks, Chris, (2007)
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Greenwood, Robin, (2022)
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Kappou, Konstantina, (2012)
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