Anticipatory effects in the FTSE 100 index revisions
Marcelo Fernandes, João Mergulhão
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Fernandes, Marcelo ; Mergulhão, João |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 79-90
|
| Subject: | Imperfect substitutes | Index revision | Liquidity | Price pressure | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Großbritannien | United Kingdom | Liquidität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662945