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https://scholarbank.nus.edu.sg/handle/10635/147377
Title: | PRICE AND VOLUME EFFECTS OF INDEX CHANGES: A COMPARATIVE STUDY | Authors: | PHUA HER TIEN | Issue Date: | 2007 | Citation: | PHUA HER TIEN (2007). PRICE AND VOLUME EFFECTS OF INDEX CHANGES: A COMPARATIVE STUDY. ScholarBank@NUS Repository. | Abstract: | This study looks at whether there are price and volume effects on a stock when it is added (deleted) to (from) an internationally recognized index. The results show that there are significant price and volume effects for the selected markets. The results of this study are similar to studies on S&P 500 and other well-known indices and generally support the price pressure hypothesis and downward sloping demand curve hypothesis. | URI: | http://scholarbank.nus.edu.sg/handle/10635/147377 |
Appears in Collections: | Bachelor's Theses |
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