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Comovement After Joining an Index: Spillovers of Nonfundamental Effects

Brent W. Ambrose, Dong Wook Lee, Joe Peek
Year2007
VenueReal Estate Economics
Typearticle
Citations76
DOI10.1111/j.1540-6229.2007.00182.x
OpenAlexW3124487462

Topics

Financial Markets and Investment StrategiesIndex (typography)Real estate investment trustEconomicsReal estateStock (firearms)