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Title: Additions to Market Indices and the Comovement of Stock Returns Around the World
Author/Editor: Claessens, Stijn ; Yafeh, Yishay
Series: Working Paper No. 11/47
Published: March 1, 2011
Subject(s): Cross country analysis | Demand | International capital markets | Investment | Stock markets | Stock prices
Author's keyword(s): Index inclusion; stock price comovements; category | habitat and information theories; index-based investment