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Do Index Fund Managers Trade Opportunistically around Index Changes? An Empirical Examination of S&P 500 Index Funds
Journal article

Do Index Fund Managers Trade Opportunistically around Index Changes? An Empirical Examination of S&P 500 Index Funds

Lee M. Dunham and Thuy H. Simpson
Journal of Index Investing, Vol.1(3), pp.58-64
2010

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