Price and volume effects of changes in MSCI indices - Nature and causes

Journal of Banking and Finance

Volumn 29, Issue 5, 2005, Pages 1237-1264

  Chakrabarti, Rajesh ^a   Huang, Wei ^b   Jayaraman, Narayanan ^a   Lee, Jinsoo ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF HAWAII   (United States)

Author keywords

Downward sloping demand curve; Index effects; Liquidity; MSCI

Indexed keywords

EID: 13444252960     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.04.002     Document Type: Article

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