Andrukovich
P.F. Duration of Presence Different Companies in Dow Jones Index
(DJIA) and
Russian Trade System Index (RTSI).
//
Economics of
contemporary Russia 2012. ¹2
(57) Ñ.28-43.
It
is considered the duration of different
companies presence in the lists of one of the New York’s stock exchange
indexes
(DJIA) and the
Russian trade system (RTSI). Models of those durations
distribution, according to the intervals distribution characteristics
between
changes in those
indexes lists and the intensity distribution of those changes
were constructed. It is found that there
are two types of companies – “typical” and
particular – “long-livers” which are
differed by different periods of “life” in indexes lists.
Keywords:
company, Dow Jones Industrial Average index, RTSI index, duration of
company
life, models.
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