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

Daniel Pullen and Gerard Gannon

Working Papers from Deakin University, Department of Economics

Keywords: Index change; price effect; volume effect; index fund; price pressure. (search for similar items in EconPapers)
JEL-codes: G14 (search for similar items in EconPapers)
Date: 2007-01-01
References: Add references at CitEc
Citations: View citations in EconPapers (2)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:acctwp:aef_2007_07

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().