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The long-term performance of index additions and deletions : evidence from the Hang Seng Index
Kot, Hung Wan; Leung, Harry K. M.; Tang, Gordon Y. N. - In: International review of financial analysis 42 (2015), pp. 407-420
Persistent link: https://www.econbiz.de/10011573583
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Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco; Brooks, Chris; Kappou, Konstantina - In: International review of financial analysis 51 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
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Quantile connectedness between sentiment and financial markets : evidence from the S&P 500 twitter sentiment index
Yousaf, Imran; Youssef, Manel; Goodell, John W. - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013461651
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Calculating and comparing security returns is harder than you think : a comparison between logarithmic and simple returns
Hudson, Robert; Gregoriou, Andros - In: International review of financial analysis 38 (2015), pp. 151-162
Persistent link: https://www.econbiz.de/10011337618
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Stock returns, trading volume, and volatility : the case of African stock markets
Ngene, Geoffrey M.; Mungai, Ann Nduati - In: International review of financial analysis 82 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013426476
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The viability of alternative indexation when including all costs
Lajbcygier, Paul; Sojka, Jeremy - In: International review of financial analysis 38 (2015), pp. 109-141
Persistent link: https://www.econbiz.de/10011337624
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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The performance effects of composition changes on sector specific stock indices : the case of European listed real estate
Brooks, Chris; Kappou, Konstantina; Stevenson, Simon; … - In: International review of financial analysis 29 (2013), pp. 132-142
Persistent link: https://www.econbiz.de/10010244117
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The index revision party
Doeswijk, Ronald Q. - In: International review of financial analysis 14 (2005) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10002737857
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The Big Mac : more than a junk asset allocator?
Annaert, Jan - In: International review of financial analysis 6 (1997) 3, pp. 179-192
Persistent link: https://www.econbiz.de/10001248797