The rise of China and fivefold growth of its stock market over the past decade have fueled a
growing literature on this market in financial economics. On the corporate side, researchers …

Each time a stock gets added to or dropped from an index, we ask:“How much money would
have to be tracking that index to explain the huge spike in rebalancing volume we observe …

The abnormal return associated with a stock being added to the S&P 500 has fallen from an
average of 7.4% in the 1990s to less than 1% over the past decade. This has occurred …

FTSE/Russell reconstitutes its Russell 1000 and 2000 indexes on the last Friday of June
each year. While exchange-traded funds (ETF) linked to either index must rebalance on …

We document a novel strategic motive for family business groups to utilize their internal
capital markets (ICMs) during financial crises. We find that crisis-period group ICM activity is …

В статье анализируются проблемы применения моделей ценообразования акций на
российском фондовом рынке. Новизна исследования заключается в особенностях …

The article analyzes the problems of applying stock pricing models in the Russian stock
market. The novelty of the study lies in the peculiarities of the methodology used and the …

The current research set out to check if there is a consistent pattern between countries
regardingmacroeconomic issues' effect on South Asian stock markets. South Asian …

The effect of index reconstitution on stock return and volume have been one of the
controversial subjects in finance. Although, there are several researches, which are …

We investigate the added value of strategically allocating to the Chinese A-shares equity
market. Our results indicate a positive contribution to a portfolio which only considers …