مرکز منطقه ای اطلاع رساني علوم و فناوري - The liquidity effects of revisions to the S&P 500 index: an empirical analysis

Title of article :

The liquidity effects of revisions to the S&P 500 index: an empirical analysis

Author/Authors :

Shantaram P. Hegde، نويسنده , , John B. McDermott، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

413

To page :

459

Keywords :

Liquidity , asymmetric , Information , Index , additions , Deletions

Journal title :

Journal of Financial Markets

Serial Year :

2003

Journal title :

Journal of Financial Markets

Record number :

189442

Link To Document :