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The Price Effects of Index Additions : A New Explanation
Liu, Shinhua, (2010)
Index to volumes 1A and 1B
(1997)
Index to volumes 1a and 1b
Equity options and underlying stocks' behavior : further evidence from Japan
Transaction costs and market efficiency : evidence from commission deregulation
The impacts of index rebalancing and their implications : some new evidence from Japan
Liu, Shinhua, (2006)