Liquidity and returns : the impact of inclusion into the S&P 500 index
Year of publication: |
2008
|
---|---|
Authors: | Chordia, Tarun |
Published in: |
Stock market liquidity : implications for market microstructure and asset pricing. - Hoboken, N.J. : Wiley, ISBN 978-0-470-18169-0. - 2008, p. 359-386
|
Subject: | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Aktienindex | Stock index | USA | United States |
-
Qiao, Gaoxiu, (2020)
-
Intraday liquidity dynamics and news releases around price jumps : evidence from the DJIA stocks
Boudt, Kris, (2014)
-
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun, (2020)
- More ...
-
Three essays in behavioral finance
Hwang, Byoung-Hyoun, (2009)
-
Chordia, Tarun, (2001)
-
The microstructure of cross-autocorrelations
Chordia, Tarun, (2007)
- More ...