Bias and misrepresentation revisited: Perspective on major equity indices
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DOI: 10.1016/j.frl.2017.12.019
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References listed on IDEAS
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More about this item
Keywords
Stock market indices; Market portfolio; CAPM; Carhart; Tracking error; Hit ratio; Cross-sectional volatility; Market coverage;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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