%0 Journal Article
%T Applications of Computational Verbs to the Study of the Effects of Russell¡¯s Annual Index Reconstitution on Stock Markets
%A Tao Yang
%J International Journal of Computational Cognition
%D 2006
%I 
%X At the end of June each year, the Russell indexes arereconstituted. Around the Russell reconstitution date, the Russellindexes appear to have some well-formed patterns called Russellrebalance patterns. In this paper, I will use computational verbtheory to verify the existence of such stock market pattern andprovide a quantitatively way for the scrutiny of similar patterns.The main contributions of this paper are: 1. The Russell 2000rebalance pattern; namely, increase before Russell rebalancedate and peak afterward is verified. 2. Find a less risky marketpattern in Russell 1000; namely, peak after Russell rebalancedate.
%K Computational verb
%K stock market pattern
%K Russell 3000
%K Russell 2000
%K Russell 1000
%K Russell reconstitution
%K Russell rebalance
%K stock market
%U http://www.yangsky.us/ijcc/pdf/ijcc431.pdf