SSRNOther
Stock Market Index Construction Challenges
The process of creating an index, particularly in less active stock markets, greatly influences the index and its statistical characteristics, as shown by a historical Finnish stock market database.
Featured in No. 17 on 28 Sep 2023 ·
- Released
- 16 Nov 2020
- First featured
- No. 17 · 28 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 73
- Identifier
- SSRN 4584262
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