Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/s41260-019-00108-6.pdf
Reference41 articles.
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4. Becker-Blease, J.R., and D.L. Paul. 2006. Stock liquidity and investment opportunities: Evidence from index additions. Financial Management 35(3): 35–51.
5. Beneish, M.D., and J.C. Gardner. 1995. Information costs and liquidity effects from changes in the Dow Jones Industrial Average list. Journal of Financial and Quantitative Analysis 30(1): 135–157.
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