Equity Index Construction

CFA Digest ◽

10.2469/dig.v42.n1.25 ◽

2012 ◽

Vol 42 (1) ◽

pp. 89-91

Author(s):

Ghazal Zahid Khan ◽

Mark A. Harrison

Keyword(s):

Index Construction ◽

Equity Index

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Equity Index Construction and Research on Wealth Gap

10.1007/978-981-13-9554-3 ◽

2019 ◽

Author(s):

Xiaohuang Zhu ◽

Song Lin

Keyword(s):

Index Construction ◽

Wealth Gap ◽

Equity Index

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Equity Index Construction

The Journal of Index Investing ◽

10.3905/jii.2011.2.2.036 ◽

2011 ◽

Vol 2 (2) ◽

pp. 36-39 ◽

Cited By ~ 1

Author(s):

Daniel Broby

Keyword(s):

Index Construction ◽

Equity Index

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Intraday Price Formation in U.S. Equity Index Markets

CFA Digest ◽

10.2469/dig.v34.n3.1523 ◽

2004 ◽

Vol 34 (3) ◽

pp. 56-57

Author(s):

Robert A. McLean

Keyword(s):

Price Formation ◽

Equity Index

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Index construction and simulation of subsampling characteristic curve based on information entropy

Modern Engineering Solutions for the Industry (Set) ◽

10.2495/mesi141032 ◽

2014 ◽

Author(s):

Saisai Duan ◽

Shuhai Fan ◽

Lanjuan Dong ◽

Tinghua Huang ◽

Yexiang Fang

Keyword(s):

Information Entropy ◽

Characteristic Curve ◽

Index Construction

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The Impact of Changes in New Index Construction on Market Volatility: The Case of an Emerging Market

SSRN Electronic Journal ◽

10.2139/ssrn.2565460 ◽

2015 ◽

Author(s):

Wai-Siang Tan ◽

Wee Yeap Lau

Keyword(s):

Emerging Market ◽

Market Volatility ◽

Index Construction ◽

The Impact

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Dynamics of a Well-Diversified Equity Index

SSRN Electronic Journal ◽

10.2139/ssrn.3317320 ◽

2019 ◽

Author(s):

Eckhard Platen ◽

Renata Rendek

Keyword(s):

Equity Index

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Not All Heroes Wear CAPEs: Creation of a Global Stock Investment CEILING (Country Equity Index Leading Indicator for Near-term Gains)

SSRN Electronic Journal ◽

10.2139/ssrn.3436585 ◽

2019 ◽

Author(s):

Bryan Williams

Keyword(s):

Leading Indicator ◽

Stock Investment ◽

Near Term ◽

Equity Index ◽

Global Stock

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When Size Matters: The Case of Equity Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.497502 ◽

2003 ◽

Cited By ~ 2

Author(s):

George H. K. Wang ◽

Aysegul Ates

Keyword(s):

Index Futures ◽

Equity Index Futures ◽

Equity Index

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Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns

Applied Economics ◽

10.1080/00036846.2021.1937499 ◽

2021 ◽

pp. 1-18

Author(s):

Mehmet Umutlu ◽

Pelin Bengitöz ◽

Adam Zaremba

Keyword(s):

Cross Section ◽

Price Ratio ◽

International Equity ◽

The Cross ◽

Equity Index

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Examining the forward pricing function of the Australian equity index futures contract

Accounting and Finance ◽

10.1111/j.1467-629x.2004.00101.x ◽

2004 ◽

Vol 44 (1) ◽

pp. 57-73 ◽

Cited By ~ 3

Author(s):

Irena Ivanovic ◽

Peter Howley

Keyword(s):

Index Futures ◽

Futures Contract ◽

Equity Index Futures ◽

Equity Index

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