Tag Archives: comovement

Jul 1, 2015

Inside the S&P 500®: Stocks, Not Indices, Move Markets

The S&P 500 is not only the most widely used index for ETFs and funds, it is also the index of choice for researching markets.  Much of the research focuses on the index pop — how much a stock jumps when it joins the index.  About ten years ago some papers on comovement appeared arguing…

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