. .. Data,

. .. , Empirical results: market indices vs. sector sub-indices

. .. An-out-of-sample-trading-strategy, 89 3.6.3 Market specific individual stock-based trading strategy, p.90

. .. Conclusion,

. .. Appendix,

. , 3 Pooled logit regression for probability of stochastic dominance of a sub-index over the index

. .. Out-of-sample-trading-strategy:-details, 100 3.9.5 Market specific individual-stock based trading strategy: historical volatility

M. .. Data,

, Out-of-sample performance for optimal DJIA portfolios, p.114

. .. Conclusion,

. Appendics-for-in-sample and . .. Results, 122 4.7.2 Out-of-sample investment performance from 1989 to, p.127, 2017.

, Corporate name changes of M&As among S&P 500 index 131

M. .. Data,

. .. Characteristics-of-systematic-m&as,

. , Short-term abnormal returns

. .. Announcement-effects-revisited, 158 5.6.1 The S&P 500 index change announcement effect

. .. Conclusion,

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