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Index Rebalancing

Feb 06 2020
Stock Market

Index Rebalance Effect—A Disappearing Anomaly?

  • Feb 6, 2020
Index Rebalance Effect—A Disappearing Anomaly?

In the past we’ve made the observation that adding/deleting stocks to/from a popular index can have a profound impact on the target stocks’ short-term trading volume and performance.

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