sp500_inclusion
戦略カテゴリ · us_stock
Academic foundation
Shleifer (1986) JF — S&P 500 inclusion/deletion price effects, +/-5-10% over announcement window
Supported markets
stock_us
戦略カテゴリ · us_stock
Shleifer (1986) JF — S&P 500 inclusion/deletion price effects, +/-5-10% over announcement window