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)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:rqfnac:v:37:y:2011:i:1:p:21-34
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