Sentences with phrase «changes in index composition»

One of the dirty secrets of the indexing world is that indexers can adjust their portfolios for changes in index composition or weights, and changes in the published index take place after these trades have already moved prices.
Much of the prior research on indices has focused on the stock price implications of changes in index composition.

Not exact matches

Abstracting from changes in the composition of corporate bond indices, spreads between yields on government and corporate bonds have shown a small net decline over the past three months (Graph 48).
The researchers used ultrasound to assess carotid wall thickness and MRI to define carotid plaque composition and the remodeling index, a measure of changes in vessel size.
A study conducted by researchers of Harvard University, which monitored the dietary habits and changes in body composition of more than 130.000 subjects for more than twenty years have brought to attention that increasing the intake non-starchy vegetables with lower glycemic - index (cauliflower, broccoli, Brussels sprouts, and kale) is connected with lower weight gain.
But in recent years as the US economy has become more consumer - oriented, the index has seen a change in composition that no longer has much to do with direct industrial investment.
As an example, for an index fund, assets may get liquidated if the underlying index changes in composition, thus requiring the manager to sell some stocks and purchase others.
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