Zhu, Song; Jiang, Xiaoyu; Ke, Xiaoli; Bai, Xiaoyu - In: China journal of accounting research : CJAR 10 (2017) 3, pp. 281-293
Using 231 pairs of matched firms from 2009 to 2012 in Chinese stock market, we find that the stock index adjustment … the stock index has no significant effect, indicating that stock index adjustment can significantly change the information …
