Search Results - subject:"Index additions and deletions"

The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context

Cheung, Adrian; Roca, Eduardo - In: Journal of Asian Economics 24 (2013) C, pp. 51-65

We examine the impact on returns, risk and liquidity of stocks in the Asia Pacific markets when included into and deleted from the Dow Jones Sustainability World Index over the period 2002–2010. Using an event study methodology, we test five existing hypotheses and two new ones, called the...

Persistent link: https://www.econbiz.de/10011042779

The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index : evidence from the Asian Pacific index

Cheung, Adrian Wai Kong; Roca, Eduardo - In: Journal of Asian economics 24 (2013), pp. 51-65

Persistent link: https://www.econbiz.de/10009715259