Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange

Published Online: May 27, 2019

Page range: 43 - 54

Received: Jun 25, 2018

Accepted: Apr 04, 2019

DOI: https://doi.org/10.2478/crebss-2019-0005

Keywords

abnormal returns, Croatian stock market, event study, index composition change

© 2019 Tihana Škrinjarić, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.