A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability

Klaus Belter, Tom Engsted and Carsten Tanggaard

Research in International Business and Finance, 2005, vol. 19, issue 1, 53-70

Date: 2005
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Working Paper: A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability (2003)
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