A Framework for Assessing Factors and Implementing Smart Beta Strategies - June 2015

Research Affiliates

Description

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“The Delisting Bias in CRSP’s Nasdaq Data and Its Implications for the Size Effect.” Journal of Finance, 54 (1999), pp. 2361-2379. To order reprints of this article, please contact Dewey Palmieri at dpalmieri@ iijournals.com or 212-224-3675. SUMMER 2015 JII-HSU.indd 97 THE JOURNAL OF INDEX INVESTING 5/14/15 8:48:00 PM .