Showing 1 - 10 of 151
Persistent link: https://www.econbiz.de/10003847027
Persistent link: https://www.econbiz.de/10010519633
Persistent link: https://www.econbiz.de/10008669206
Persistent link: https://www.econbiz.de/10009388121
Persistent link: https://www.econbiz.de/10012210964
This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition, which employs publicly-known objective criteria to determine membership. Hence, it provides a natural context to investigate anticipatory trading effects. We propose a panel-regression...
Persistent link: https://www.econbiz.de/10011405289
Persistent link: https://www.econbiz.de/10000967680
Persistent link: https://www.econbiz.de/10011848194
Persistent link: https://www.econbiz.de/10011819564
Persistent link: https://www.econbiz.de/10001193547