The liquidity effects associated with addition of a stock to the S&P 500 index: Evidence from bid/ask spreads

Financial Review

Volumn 33, Issue 1, 1998, Pages 131-146

  Erwin, Gayle R ^a   Miller, James M ^b  

^a UNIVERSITY OF VIRGINIA   (United States)

^b CLEMSON UNIVERSITY   (United States)

Author keywords

Bid ask spread; Liquidity; S p 500 index

Indexed keywords

EID: 0000927751     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1998.tb01612.x     Document Type: Article

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