Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Afego, Pyemo N., 2017. "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 228-239.
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- Chen, Wei-Kuang & Lin, Ching-Ting, 2016. "Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 36-48.
More about this item
KeywordsEvent study; FTSE SmallCap index; Index changes; Institutional ownership; Liquidity; Stock prices; Trading volume; G12; G14;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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