Selection bias or treatment effect? : a re-examination of Russell 1000/2000 Index reconstitution
Year of publication: |
2024
|
---|---|
Authors: | Wei, Wei ; Young, Alex |
Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 13.2024, 1/2, p. 83-115
|
Subject: | Institutional ownership | Regression discontinuity | Russell indexes | Selection bias Share | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Aktienindex | Stock index | Index | Index number | Kausalanalyse | Causality analysis |
-
Equal-weighting and value-weighting : which one is better?
Qin, Nan, (2022)
-
Tracking Biased Weights : Asset Pricing Implications of Value-Weighted Indexing
Jiang, Hao, (2021)
-
Tracking Biased Weights : Asset Pricing Implications of Value-Weighted Indexing
Jiang, Hao, (2020)
- More ...
-
Selection Bias or Treatment Effect? A Re-Examination of Russell 1000/2000 Index Reconstitution
Wei, Wei, (2019)
-
The effect of short selling on corporate social responsibility : evidence from a quasi-experiment
Hong, Yongtao, (2022)
-
Wei, Wei, (2023)
- More ...