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Arbitrage Opportunities from MSCI Index Reconstitutions In Asian Stock Markets

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Academic paper

Arbitrage Opportunities from MSCI Index Reconstitutions In Asian Stock Markets

AuthorsShuoge Qian; Xin Chang; Jiang Luo; Jiaxin Peng; Choon Wee Tan

Institute
  • Nanyang Technological University
  • Singapore University of Social Sciences
  • Nanyang Business School, Nanyang Technological University
  • Shanghai University of Finance and Economics
  • Capital University of Economics and Business
  • Advantest (Singapore)
  • Advance Capital Partners Pte. Ltd

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4476422

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