Do Index Fund Managers Trade Opportunistically around Index...

Do Index Fund Managers Trade Opportunistically around Index Changes? An Empirical Examination of S&P 500 Index Funds

Dunham, Lee M, Simpson, Thuy H
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Volume:
1
Language:
english
Journal:
The Journal of Index Investing
DOI:
10.3905/jii.2010.1.3.058
Date:
November, 2010
File:
PDF, 420 KB
english, 2010
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