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~isPartOf:"The review of financial studies"
~person:"Liskovich, Inessa"
~person:"Richardson, Matthew"
~subject:"Aktienmarkt"
~subject:"Autocorrelation"
~subject:"Indexberechnung"
~subject:"Share price"
~subject:"World"
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The review of financial studies
NBER working paper series
2
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ECONIS (ZBW)
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Regression discontinuity and the price effects of stock market indexing
Chang, Yen-Cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 212-246
Persistent link: https://www.econbiz.de/10011289289
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2
Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun
;
Boudoukh, Jabob
;
Richardson, Matthew
; …
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
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