PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE STANDARD-AND-POOR-500 LIST - NEW EVIDENCE FOR THE EXISTENCE OF PRICE PRESSURES

被引：467

作者：

HARRIS, L

GUREL, E

机构：

来源：

JOURNAL OF FINANCE | 1986年 / 41卷 / 04期

关键词：

D O I：

10.2307/2328230

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：815 / 829

页数：15

相关论文

共 9 条

[1] Brealey R. A., 1984, PRINCIPLES CORPORATE
[2] TRADING RULES, LARGE BLOCKS AND SPEED OF PRICE ADJUSTMENT
DANN, LY
MAYERS, D
RAAB, RJ
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) : 3 - 22
[3] Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]
[4] HESS AC, 1982, J FINANC, V36, P11
[5] PRICE IMPACTS OF BLOCK TRADING ON NEW-YORK STOCK EXCHANGE
KRAUS, A
STOLL, HR
[J]. JOURNAL OF FINANCE, 1972, 27 (03) : 569 - 588
[6] STOCK-PRICE EFFECTS AND COSTS OF SECONDARY DISTRIBUTIONS
MIKKELSON, WH
PARTCH, MM
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (02) : 165 - 194
[7] AN APPROXIMATE DISTRIBUTION OF ESTIMATES OF VARIANCE COMPONENTS
SATTERTHWAITE, FE
[J]. BIOMETRICS BULLETIN, 1946, 2 (06): : 110 - 114
[8] MARKET FOR SECURITIES - SUBSTITUTION VERSUS PRICE PRESSURE AND EFFECTS OF INFORMATION ON SHARE PRICES
SCHOLES, MS
[J]. JOURNAL OF BUSINESS, 1972, 45 (02) : 179 - 211
[9] *STAND POORS STAT, 1973, SEC PRIC IND REC