Please use this identifier to cite or link to this item: 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

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
b26951009.pdf343.95 kBAdobe PDF

RESTRICTED

NoneLog In

Page view(s)

11
checked on Oct 30, 2020

Download(s)

4
checked on Oct 30, 2020

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.