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- W2007033118 abstract "This study finds an asymmetric long-run abnormal return performance following stocks’ inclusion in or deletion from the FTSE 100 Index. This asymmetry suggests that investors’ awareness of stocks is influenced by index changes. These results extend those documented by Chen et al . (2004) for the S&P 500." @default.
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- W2007033118 date "2006-10-15" @default.
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- W2007033118 title "Investor awareness and the long-term impact of FTSE 100 index redefinitions" @default.
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- W2007033118 doi "https://doi.org/10.1080/09603100500447479" @default.
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