Showing 1 - 10 of 10,567
Demand of passive index tracking funds has fared as a convincing explanation to justify the large positive (negative …) abnormal returns experienced by firms added to (deleted from) S&P 500. However, the shrinking magnitude of the index effect … predicts, and substantial abnormal returns before the index announcements suggest that demand of index funds doesn’t seem to be …
Persistent link: https://www.econbiz.de/10014265518
Persistent link: https://www.econbiz.de/10001655864
Persistent link: https://www.econbiz.de/10009742987
Persistent link: https://www.econbiz.de/10012307388
Persistent link: https://www.econbiz.de/10002504660
Persistent link: https://www.econbiz.de/10003605480
Persistent link: https://www.econbiz.de/10002561867
Persistent link: https://www.econbiz.de/10012312034
Persistent link: https://www.econbiz.de/10013502741
Persistent link: https://www.econbiz.de/10003868568