The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices

Pullen, Daniel and Gannon, Gerard 2007, The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title The index effect: an investigation of the price, volume and trading effects surrounding changes to the S & P Australian indices
Author(s) Pullen, Daniel
Gannon, Gerard
Publication date 2007
Series School Working Paper - Accounting/Finance Series : SWP 2007/07
Total pages 44
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) G14
Index change
price effect
volume effect
index fund
price pressure.
RePEc:dkn:acctwp:aef_2007_07
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2007, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105596

Document type: Report
Collection: RePEc Working Papers
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