Pullen, Daniel (contributor); Gannon, Gerard L. (contributor) - 2007
the announcement date itself. These findings were corroborated by significant
increases in trading volume over the same … and trading volume effects surrounding additions to
and deletions from the S&P/ASX 200, which is the primary index of the … consistently significant. Additionally,
many studies also reported significant increases in trading volume.
4
Harris & Gurel …