Strategic trading by index funds and liquidity provision around S&P 500 index additions
T. Clifton Green; Russell Jame
| Year of publication: |
2011
|
|---|---|
| Authors: | Green, Tracy Clifton ; Jame, Russell |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 14.2011, 4, p. 605-624
|
| Subject: | S&P 500 index additions | Index funds | Tracking error | Price pressure | Strategic trading | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Indexderivat | Index derivative | Wertpapierhandel | Securities trading | Investmentfonds | Investment Fund | Theorie | Theory | Liquidität | Liquidity | Aktienfonds | Equity fund | Indexanleihe | Index-linked bond |
| Extent: | graph. Darst. |
|---|---|
| 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/10009260942