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CSI Index Reconstitutions: A Quasi-Natural Experiment in China

Asia-Pacific Journal of Financial Studies, Forthcoming
Number of pages: 30 Posted: 25 Nov 2020
Hongda Li and Srinivasan Selvam
Guosen Securities and Peking University - HSBC Business School
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Abstract:

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Index Reconstitution, Institutional Ownership, Dividends, Performance, Information