S&P 500 affiliation and stock price informativeness
Year of publication: |
2020
|
---|---|
Authors: | Liu, Shinhua |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 21.2020, 3, p. 219-232
|
Subject: | Affiliation | Informational efficiency | Institutional ownership | Investor awareness | Price informativeness | Return predictability | S&P 500 | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Institutioneller Investor | Institutional investor | Asymmetrische Information | Asymmetric information | Informationseffizienz | Informationsökonomik | Economics of information | Informationswert | Information value | Eigentümerstruktur | Ownership structure |
-
Passive institutional ownership, R2 trends, and price informativeness
DeLisle, R. Jared, (2017)
-
Can institutional investors' typology influence firms' risk?
Gharbi, Hidaya Othmani, (2014)
-
Idiosyncratic return variation : firm-specific information or noise?
Shu, Yaruo, (2022)
- More ...
-
The impacts of index rebalancing and their implications : some new evidence from Japan
Liu, Shinhua, (2006)
-
The impacts of involuntary foreign delistings : an empirical analysis
Liu, Shinhua, (2005)
-
Index membership and predictability of stock returns : the case of the Nikkei 225
Liu, Shinhua, (2009)
- More ...