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MSCI Rebalances - Emerging Market (EM) Index
This study investigates the effect of shares included and deleted from the MSCI Emerging Market Index (EM) between 2016 and 2020, during quarterly (QIR) and semi-annual index (SAIR) reviews. The analysis finds that when a share is included in MSCI Emerging Market Index, its price increases slightly...
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| Format: | Thesis |
| Language: | Eng |
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Department of Finance and Tax
2024
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