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.
Feb
06
2020
Index Rebalance Effect—A Disappearing Anomaly?
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Contact UsAbout The Author
![Jun Zhu / Sr. Research Analyst & Co-Portfolio Manager](https://leuthold.imgix.net/leutholdgroup.com/site_files/authors/DSC_3350_LR_Jun.jpg?h=150&w=150&fit=crop&fp-y=.15)