What's in the news? : the ambiguity of the information content of index reconstitutions in Germany
Year of publication: |
November 2017
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Authors: | Basse Mama, Houdou ; Mueller, Stefan ; Pape, Ulrich |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 49.2017, 4, p. 1087-1119
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Subject: | DAX index family | Index reconstitutions | Long-run performance | Operating performance | Deutschland | Germany | Aktienindex | Stock index | Börsenkurs | Share price | Index | Index number | Informationswert | Information value | Ankündigungseffekt | Announcement effect |
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