The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context

Journal of Asian Economics

Volumn 24, Issue , 2013, Pages 51-65

  Cheung, Adrian Wai Kong ^a   Roca, Eduardo ^b  

^a CURTIN UNIVERSITY   (Australia)

^b GRIFFITH UNIVERSITY   (Australia)

Author keywords

Asia Pacific; Corporate sustainability; Event study; Index additions and deletions

Indexed keywords

EID: 84875233284     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2012.08.002     Document Type: Article

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