The liquidity effects of revisions to the S&P 500 index : an empirical analysis
Year of publication: |
2003
|
---|---|
Authors: | Hegde, Shantaram P. ; McDermott, John B. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 6.2003, 3, p. 413-459
|
Subject: | Aktienindex | Stock index | Asymmetrische Information | Asymmetric information | Transaktionskosten | Transaction costs | Handelsvolumen der Börse | Trading volume | USA | United States |
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