Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 30 (1995)
Issue (Month): 01 (March)
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- Kaserer, Christoph & Munzinger, Jakob & Wagner, Niklas, 2004. "The index effect: Comparison of different measurement approaches," CEFS Working Paper Series 2004-04, Center for Entrepreneurial and Financial Studies (CEFS), Technische Universität München.
- Ulrich Pape & Stephan Schmidt-Tank, 2005. "Liquidity Effects of Changes in a Pan-European Stock Index," Finance 0503016, EconWPA.
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- Yun, Jooyoung & Kim, Tong S., 2010. "The effect of changes in index constitution: Evidence from the Korean stock market," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 258-269, September.
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- Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001. "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper 12728, University Library of Munich, Germany, revised Feb 2001.
- Bechmann, Ken L., 2002. "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index," Working Papers 2002-2, Copenhagen Business School, Department of Finance.
- Daniel Pullen & Gerard Gannon, 2007. "The Index Effect: An Investigation of the Price, Volume and Trading Effects Surrounding Changes to the S & P Australian Indices," Accounting, Finance, Financial Planning and Insurance Series 2007_07, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Datar, Vinay T. & Y. Naik, Narayan & Radcliffe, Robert, 1998. "Liquidity and stock returns: An alternative test," Journal of Financial Markets, Elsevier, vol. 1(2), pages 203-219, August.
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