Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index
Year of publication: |
2014
|
---|---|
Authors: | Biktimirov, Ernest N. ; Li, Boya |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 42.2014, 1, p. 95-122
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Subject: | Event study | FTSE SmallCap index | Index changes | Institutional ownership | Liquidity | Stock prices | Trading volume | Börsenkurs | Share price | Aktienindex | Stock index | Großbritannien | United Kingdom | Liquidität | Handelsvolumen der Börse | Institutioneller Investor | Institutional investor | Schätzung | Estimation | Ereignisstudie |
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