Special thanks go to an anonymous reviewer for her/his very useful comments and to John Doukas (the editor). The author is responsible for any errors that remain. The author would also like to thank the following: the University of Stirling for funding this research; Kevin Campbell, Alan Goodacre, Rezaul Kabir, Chris Veld, and Chris Brooks for providing valuable suggestions; participants at the Scottish BAA conference in September 2006; participants at the Fund Management Conference at the Xfi Centre in Exeter in December 2006; Ser-Huang Poon and Clive Granger for their comments at the 2003 Volatility Workshop held at the University of Strathclyde in Glasgow; Li, Miffre, Brooks, and Sullivan (2008) for allowing the author to use their momentum data for the UK market; and Dimson, Nagel, and Quigley (2003) and Kenneth R. French for their data library.
In Defence of Capitalisation Weights: Evidence from the FTSE 100 and S&P 500 Indices
Version of Record online: 10 NOV 2009
© 2009 Blackwell Publishing Ltd
European Financial Management
Volume 18, Issue 1, pages 142–161, January 2012
How to Cite
Tabner, I. T. (2012), In Defence of Capitalisation Weights: Evidence from the FTSE 100 and S&P 500 Indices. European Financial Management, 18: 142–161. doi: 10.1111/j.1468-036X.2009.00519.x
- Issue online: 10 NOV 2009
- Version of Record online: 10 NOV 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!