Compositional changes in the FTSE100 index from the standpoint of an arbitrageur
Citation
Opong, K., & Siganos, A. (2013). Compositional changes in the FTSE100 index from the standpoint of an arbitrageur. Journal of Asset Management, 14(2), 120-132. https://doi.org/10.1057/jam.2013.8
Authors
Keywords
stock market efficiency, index revisions, FTSE100, transaction costs, CFDs
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