russell_rebalance
戦略カテゴリ · us_stock
Academic foundation
Madhavan (2003) FAJ — Russell index reconstitution: +5-7% abnormal return for additions in anticipation period
Supported markets
stock_us
戦略カテゴリ · us_stock
Madhavan (2003) FAJ — Russell index reconstitution: +5-7% abnormal return for additions in anticipation period