Information efficiency changes following FTSE 100 index revisions
Wael Daya; Khelifa Mazouz; Mark Freeman
| Year of publication: |
2012
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|---|---|
| Authors: | Daya, Wael ; Mazouz, Khelifa ; Freeman, Mark |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 4, p. 1054-1069
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| Subject: | Index revisions | Market quality | Liquidity | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Index | Index number | Index-Futures | Index futures | Liquidität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009582486