Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float
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- Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016. "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, vol. 20(6), pages 2379-2409.
- Ernest N. Biktimirov & Yuanbin Xu, 2019. "Market reactions to changes in the Dow Jones industrial average index," International Journal of Managerial Finance, Emerald Group Publishing, vol. 15(5), pages 792-812, April.
- Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang, 2016. "Free float and market liquidity around the world," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 236-257.
- Huong Le & Andros Gregoriou, 2020. "How Do You Capture Liquidity? A Review Of The Literature On Low‐Frequency Stock Liquidity," Journal of Economic Surveys, Wiley Blackwell, vol. 34(5), pages 1170-1186, December.
- Ghaith El-Nader, 2018. "Stock liquidity and free float: evidence from the UK," Managerial Finance, Emerald Group Publishing, vol. 44(10), pages 1227-1236, October.
- Pattaragit Netiniyom, 2016. "Does Free Float Affect Shareholder Wealth? New Evidence from the Stock Exchange of Thailand," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 8(2), pages 043-053, December.
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