Understanding short-term price pressure from index reconstitutions : evidence from the CSI 300
Gang Chu, John W. Goodell, Xiao Li, Yongjie Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Chu, Gang ; Goodell, John W. ; Li, Xiao ; Zhang, Yongjie |
| Published in: |
Accounting and finance. - Melbourne : Wiley-Blackwell, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 63.2023, 2, p. 2421-2440
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| Subject: | Index effect | Investor awareness | Investor trading behaviour | Liquidity | Price pressure hypothesis | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Aktienindex | Stock index | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Institutioneller Investor | Institutional investor | Liquidität |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/acfi.12977 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014302097