Anticipatory effects in the FTSE 100 index revisions
Year of publication: |
June 2016
|
---|---|
Authors: | Fernandes, Marcelo ; Mergulhão, João |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 79-90
|
Subject: | Imperfect substitutes | Index revision | Liquidity | Price pressure | Aktienindex | Stock index | Börsenkurs | Share price | Großbritannien | United Kingdom | Ankündigungseffekt | Announcement effect | Handelsvolumen der Börse | Trading volume | Aktie | Share | Index | Index number |
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