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Price and volume effects of changes in MSCI indices - nature and causes

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  • Chakrabarti, Rajesh
  • Huang, Wei
  • Jayaraman, Narayanan
  • Lee, Jinsoo

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  • Chakrabarti, Rajesh & Huang, Wei & Jayaraman, Narayanan & Lee, Jinsoo, 2005. "Price and volume effects of changes in MSCI indices - nature and causes," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1237-1264, May.
    • Handle: RePEc:eee:jbfina:v:29:y:2005:i:5:p:1237-1264
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    References listed on IDEAS

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