An analysis of the importance of S&P 500 discretionary constituent changes

John Geppert (), Stoyu Ivanov () and Gordon Karels ()

Review of Quantitative Finance and Accounting, 2011, vol. 37, issue 1, pages 21-34

Keywords: Beta changes; S&P500 constituents changes; Spectral analysis; G12; G14 (search for similar items in EconPapers)
Date: 2011
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