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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- 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.
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- Adrian Wai Kong Cheung, 2011. "Do Stock Investors Value Corporate Sustainability? Evidence from an Event Study," Journal of Business Ethics, Springer, vol. 99(2), pages 145-165, March.
- 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.
- 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.
- Bryan Mase, 2006. "Investor awareness and the long-term impact of FTSE 100 index redefinitions," Applied Financial Economics, Taylor & Francis Journals, vol. 16(15), pages 1113-1118.
- 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.
- Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark, 2014. "Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 20-35.
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