The Disappearing Index Effect
收藏NBER2022-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30748
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资源简介：
The abnormal return associated with a stock being added to the S&P 500 has fallen from an average of 3.4% in the 1980s and 7.6% in the 1990s to 0.8% over the past decade. This has occurred despite a significant increase in the percentage of stock market assets linked to the index. A similar pattern
提供机构：
美国国家经济研究局
创建时间：
2022-12-01
