The liquidity effects of revisions to the S&P 500 index: An empirical analysis

Journal of Financial Markets

Volumn 6, Issue 3, 2003, Pages 413-459

  Hegde, Shantaram P ^a   McDermott, John B ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b U S COAST GUARD ACADEMY   (United States)

Author keywords

Additions; Asymmetric; Deletions; Index; Information; Liquidity

Indexed keywords

EID: 0037403015     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(02)00046-0     Document Type: Article

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