An Improved Method to Predict Assignment of Stocks into Russell Indexes
收藏NBER2019-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26370
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资源简介：
A growing literature uses the Russell 1000/2000 reconstitution event as an identification strategy to investigate corporate finance and asset pricing questions. To implement this identification strategy, researchers need to approximate the ranking variable used to assign stocks to indexes. We
提供机构：
美国国家经济研究局
创建时间：
2019-10-01
