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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
Download Full-text
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Equity Index Construction and Research on Wealth Gap
10.1007/978-981-13-9554-3
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2019
◽
Author(s):
Xiaohuang Zhu
◽
Song Lin
Keyword(s):
Index Construction
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Wealth Gap
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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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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):
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◽
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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