Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/147377
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dc.titlePRICE AND VOLUME EFFECTS OF INDEX CHANGES: A COMPARATIVE STUDY
dc.contributor.authorPHUA HER TIEN
dc.date.accessioned2018-09-19T07:13:29Z
dc.date.available2018-09-19T07:13:29Z
dc.date.issued2007
dc.identifier.citationPHUA HER TIEN (2007). PRICE AND VOLUME EFFECTS OF INDEX CHANGES: A COMPARATIVE STUDY. ScholarBank@NUS Repository.
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/147377
dc.description.abstractThis 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.
dc.typeThesis
dc.contributor.departmentFINANCE & ACCOUNTING
dc.contributor.supervisorLOW CHEE KIAT
dc.description.degreeBachelor's
dc.description.degreeconferredBACHELOR OF BUSINESS ADMINISTRATION WITH HONOURS
Appears in Collections:Bachelor's Theses

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