Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange
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DOI: 10.2478/crebss-2019-0005
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More about this item
Keywords
abnormal returns; Croatian stock market; event study; index composition change;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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