The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Year of publication: |
2007
|
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Authors: | Mazouz, Khelifa ; Saadouni, Brahim |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 4/6, p. 501-510
|
Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Heteroskedastizität | Heteroscedasticity | Betafaktor | Beta risk | Großbritannien | United Kingdom | 1994-2003 |
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