INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX
- 1 March 1986
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 9 (1) , 13-24
- https://doi.org/10.1111/j.1475-6803.1986.tb00432.x
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Stock price effects and costs of secondary distributionsJournal of Financial Economics, 1985
- Using daily stock returnsJournal of Financial Economics, 1985
- Short-Run Profits from Stock SplitsFinancial Management, 1981
- A Probability Model of Asset TradingJournal of Financial and Quantitative Analysis, 1977
- A Model of Asset Trading Under the Assumption of Sequential Information ArrivalThe Journal of Finance, 1976
- PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGEThe Journal of Finance, 1972
- The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share PricesThe Journal of Business, 1972
- The Cost of TransactingThe Quarterly Journal of Economics, 1968