The Market Impact on Shares Entering or Leaving JSE Indices

Craig E Miller; Mike Ward; Y Amihud; M Baker; B M Barber; J R Becker-Blease; E N Biktimirov; M E Blume; M Boldin; R J Bos; B Branch; J Cai; R Chakrabarti; H Chen; H Chen; H L Chen; K J M Cremers; D K Denis; U Dhillon; W B Elliott; E Fama; E Fama; E Fama; E Fama; E Fama; Ftse; Ftse; Ftse; G L Gastineau; T C Green; L Harris; S P Hegde; P C Jain; Jse Limited; Jse Limited; &amp; K Kappou; A Kaul; S Liu; J D Lyon; B Mase; R C Merton; N Mordant; R Mutooni; A Petajisto; A Petajisto; P Platikanova; R Roll; M S Scholes; A P Serra; S G Shankar; A Shleifer; P Van Rensburg; P Van Rensburg; P Van Rensburg; M Ward; J Wurgler; J Wurgler; J Yun

10.2139/ssrn.2407870

The Market Impact on Shares Entering or Leaving JSE Indices

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Last time updated on 12/3/2019

This paper was published in Crossref.

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