create a website

A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change. (2007). Hau, Harald.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6094.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 9

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

Cocites

Documents in RePEc which have cited the same bibliography

  1. International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

    Full description at Econpapers || Download paper

  2. International asset allocations and capital flows : the benchmark effect. (2014). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6866.

    Full description at Econpapers || Download paper

  3. Behavioral Finance. (2014). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:59028.

    Full description at Econpapers || Download paper

  4. Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Chang, Chia-Lin ; Ke, Yu-Pei.
    In: MPRA Paper.
    RePEc:pra:mprapa:57625.

    Full description at Econpapers || Download paper

  5. Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in Chinas Agricultural Futures Markets. (2014). Yang, Sheng ; He, Ling-Yun ; Han, Zhi-Hong ; Xie, Wen-Si.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:1s:p:148-166.

    Full description at Econpapers || Download paper

  6. Can Analysts Really Forecast? Evidence from the Karachi Stock Exchange. (2014). Subayyal, Muhammad ; Jamil, Haris Bin ; Aurakzai, Aisha Ghazi .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:19:y:2014:i:1:p:91-109.

    Full description at Econpapers || Download paper

  7. Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI. (2014). Karim, Mohamad ; Rhodes, Mark ; Gregoriou, Andros ; Azevedo, Alcino.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:20-35.

    Full description at Econpapers || Download paper

  8. Stock returns on option expiration dates: Price impact of liquidity trading. (2014). Chiang, Chin-Han .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:273-290.

    Full description at Econpapers || Download paper

  9. Merger arbitrage short selling and price pressure. (2014). Liu, Tingting ; Wu, Juan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:27:y:2014:i:c:p:36-54.

    Full description at Econpapers || Download paper

  10. The value of firms voluntary commitment to improve transparency: The case of special segments on Euronext. (2014). Kim, Abby .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:25:y:2014:i:c:p:342-359.

    Full description at Econpapers || Download paper

  11. Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Veld, Chris ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick ; Grundy, Bruce D..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157.

    Full description at Econpapers || Download paper

  12. Regression Discontinuity and the Price Effects of Stock Market Indexing. (2013). Liskovich, Inessa ; Hong, Harrison ; Chang, Yen-Cheng.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19290.

    Full description at Econpapers || Download paper

  13. A comprehensive long-term analysis of S&P 500 index additions and deletions. (2013). Tang, Gordon Y. N., ; Chan, Kalok ; Kot, Hung Wan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4920-4930.

    Full description at Econpapers || Download paper

  14. On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal. (2013). Chen, Haojun ; Maher, Daniela .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:177-201.

    Full description at Econpapers || Download paper

  15. Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE. (2013). Elmas, Bekir.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:13:y:2013:i:49:p:39-58.

    Full description at Econpapers || Download paper

  16. An Analysis of Manipulation Strategies in Stock Markets. (2013). Ozcan, Rasim.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:13:y:2013:i:49:p:19-37.

    Full description at Econpapers || Download paper

  17. Using Various Portfolio Formation and Test Periods: An Examination of Overreaction in ISE. (2013). Dogukanli, Hatice ; Vural, Gamze ; Ergun, Bahadir.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:13:y:2013:i:49:p:1-18.

    Full description at Econpapers || Download paper

  18. Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices. (2012). Kappou, Konstantina ; Oikonomou, Ioannis.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2012-10.

    Full description at Econpapers || Download paper

  19. Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions. (2012). Chang, Yuanchen ; Tu, Chia-Jung.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:21:y:2012:i:2:p:82-89.

    Full description at Econpapers || Download paper

  20. Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE. (2012). Elmas, Bekir.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:13:y:2012:i:49:p:39-58.

    Full description at Econpapers || Download paper

  21. Using Various Portfolio Formation and Test Periods: An Examination of Overreaction in ISE. (2012). Dogukanli, Hatice ; Vural, Gamze ; Ergun, Bahadir.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:13:y:2012:i:49:p:1-18.

    Full description at Econpapers || Download paper

  22. On the demand pressure hypothesis in option markets: the case of a redundant option. (2011). Bennour, Khaled.
    In: MPRA Paper.
    RePEc:pra:mprapa:52497.

    Full description at Econpapers || Download paper

  23. An examination of the information content of S&P 500 index changes. (2011). Ivanov, Stoyu I. ; Geppert, John M. ; Karels, Gordon V..
    In: Review of Accounting and Finance.
    RePEc:eme:rafpps:v:10:y:2011:i:4:p:411-426.

    Full description at Econpapers || Download paper

  24. Liquidity and Market Crashes. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14013.

    Full description at Econpapers || Download paper

  25. The Only Game in Town: Stock-Price Consequences of Local Bias. (2008). Stein, Jeremy ; Hong, Harrison ; Kubik, Jeffrey D..
    In: Scholarly Articles.
    RePEc:hrv:faseco:3710665.

    Full description at Econpapers || Download paper

  26. Prospect Theory, Mental Accounting, and Momentum. (2007). Grinblatt, Mark ; Han, Bing.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2533.

    Full description at Econpapers || Download paper

  27. Equity Capital Flows and Demand for REITs. (2006). Yung, Kenneth ; Lin, Crystal.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:33:y:2006:i:3:p:275-291.

    Full description at Econpapers || Download paper

  28. The Only Game in Town: Stock-Price Consequences of Local Bias. (2005). Stein, Jeremy ; Hong, Harrison ; Kubik, Jeffrey D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11488.

    Full description at Econpapers || Download paper

  29. A market microstructure rationale for the S&P game. (2005). Colla, Paolo.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005008.

    Full description at Econpapers || Download paper

  30. Corporate Financing Decisions When Investors Take the Path of Least Resistance. (2004). Stein, Jeremy ; Baker, Malcolm ; Coval, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10998.

    Full description at Econpapers || Download paper

  31. Behavioral Corporate Finance: A Survey. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Ruback, Richard S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10863.

    Full description at Econpapers || Download paper

  32. Direct investments in securities: A primer. (2003). Degennaro, Ramon.
    In: Economic Review.
    RePEc:fip:fedaer:y:2003:i:q1:p:1-14:n:v.88no.1.

    Full description at Econpapers || Download paper

  33. Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions. (2002). Gompers, Paul ; Vuolteenaho, Tuomo ; COHEN, RANDOLPH B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8793.

    Full description at Econpapers || Download paper

  34. Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index. (2002). Bechmann, Ken L..
    In: Working Papers.
    RePEc:hhs:cbsfin:2002_002.

    Full description at Econpapers || Download paper

  35. Stop-loss orders and price cascades in currency markets. (2002). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:150.

    Full description at Econpapers || Download paper

  36. Behavioral finance: eine Alternative zur vorherrschenden Kapitalmarkttheorie?. (2001). Roßbach, Peter ; Robach, Peter .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:31.

    Full description at Econpapers || Download paper

  37. Does Arbitrage Flatten Demand Curves for Stocks?. (2001). Zhuravskaya, Ekaterina ; Wurgler, Jeffrey.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm152.

    Full description at Econpapers || Download paper

  38. Halal Stock Designation and Impact on Price and Trading Volume. (2001). Bacha, Obiyathulla ; Abdullah, Mimi H..
    In: MPRA Paper.
    RePEc:pra:mprapa:12728.

    Full description at Econpapers || Download paper

  39. Captação de recursos por fundos de investimento e mercado de ações. (2001). Sanvicente, Antonio.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_39.

    Full description at Econpapers || Download paper

  40. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
    In: Staff Reports.
    RePEc:fip:fednsr:141.

    Full description at Econpapers || Download paper

  41. The relevance of index funds for pension investment in equities. (2000). Shah, Ajay.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2494.

    Full description at Econpapers || Download paper

  42. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. (2000). Lo, Andrew ; Wang, Jiang W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7625.

    Full description at Econpapers || Download paper

  43. Financial integration and asset returns. (2000). Rey, Helene ; Martin, Philippe.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:20201.

    Full description at Econpapers || Download paper

  44. Order Imbalance, Liquidity, and Market Returns. (2000). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Roll, Richard.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt7gh9t9w3.

    Full description at Econpapers || Download paper

  45. Institutional Investors and Equity Prices. (1999). Metrick, Andrew ; Gompers, Paul.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:20-99.

    Full description at Econpapers || Download paper

  46. Mutual Fund Returns and Market Microstructure.. (1999). Reed, Adam ; Kaniel, Ron ; Carhart, Mark ; Musto, David K..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:11-99.

    Full description at Econpapers || Download paper

  47. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6669.

    Full description at Econpapers || Download paper

  48. Re-emerging Markets. (1997). Jorion, Philippe ; Goetzmann, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5906.

    Full description at Econpapers || Download paper

  49. Effets volume , volatilit et transmissions internationales sur les march s boursiers dans le G5. (1997). Lai Tong, Charles ; Jondeau, Eric ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:42.

    Full description at Econpapers || Download paper

  50. New Trading Practices and Short-run Market Efficiency. (1990). Froot, Kenneth ; Perold, Andre F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3498.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 15:51:31 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.