Regression discontinuity and the price effects of stock market indexing
Year of publication: |
2015
|
---|---|
Authors: | Chang, Yen-Cheng ; Hong, Harrison G. ; Liskovich, Inessa |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 1, p. 212-246
|
Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Aktienindex | Stock index | Schätzung | Estimation | USA | United States | 1996-2012 |
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