Table 1. Summary of data used.
Market | Stocks used | Index used | # before | # filtered |
U.S. | S&P 500 | S&P 500 | 500 | 403 |
U.K. | FTSE 350 | FTSE 350 | 356 | 116 |
Germany | DAX Composite | DAX 30 Performance | 605 | 89 |
Japan | Nikkei 500 | Nikkei 500 | 500 | 315 |
India | BSE 200 | BSE 100 | 193 | 126 |
China | SSE Composite | SSE Composite | 1204 | 69 |