Do Demand Curves for Small Stocks Slope Down?
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- Petajisto, Antti, 2011. "The index premium and its hidden cost for index funds," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 271-288, March.
- repec:eee:finana:v:52:y:2017:i:c:p:228-239 is not listed on IDEAS
- Chen, Haiwei & Ngo, Thanh, 2017. "Leverage-based index revisions: The case of Dow Jones Islamic Market World Index," Global Finance Journal, Elsevier, vol. 32(C), pages 16-34.
- Tobias Nigbur, 2015. "Calls of convertible debt securities: no bad news at all," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(1), pages 61-79, February.
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"Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices,"
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- Konstantina Kappou & Ioannis Oikonomou, 2012. "Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," ICMA Centre Discussion Papers in Finance icma-dp2012-10, Henley Business School, Reading University.
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- Bennour, Khaled, 2011. "On the demand pressure hypothesis in option markets: the case of a redundant option," MPRA Paper 52497, University Library of Munich, Germany.
- Hsiu-Lang Chen, 2006. "On Russell index reconstitution," Review of Quantitative Finance and Accounting, Springer, vol. 26(4), pages 409-430, June.
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- Linus Wilson, 2011. "Stock demand curves and TARP returns," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(3), pages 229-242, August.
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