Addition to the Nikkei 225 Index and Japanese market response: Temporary demand effect of index arbitrageurs

Katsuhiko Okada, Nobuyuki Isagawa and Kenya Fujiwara

Pacific-Basin Finance Journal, 2006, vol. 14, issue 4, 395-409

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eee:pacfin:v:14:y:2006:i:4:p:395-409

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