Price and volume effects of changes in MSCI indices - nature and causes
| Year of publication: |
2005
|
|---|---|
| Authors: | Chakrabarti, Rajesh ; Huang, Wei ; Jayaraman, Narayanan ; Lee, Jinsoo |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 5, p. 1237-1264
|
| Publisher: |
Elsevier |