Price and volume effects of changes in MSCI indices - nature and causes
Article Abstract:
A study of the effects of changes in MSCI Standard Country Indices of 29 countries from 1998 to 2001 on stock returns and volumes is presented. The stocks that are added to the indices rise sharply and the prices of those that are deleted from the indices keep on declining steadily. The reasons for such effect on the stock prices and volumes are analyzed.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
United States, Analysis, Stock price indexes
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Reactions of Japanese markets to changes in credit ratings by global and local agencies
Article Abstract:
Response of Japanese stock prices to global and local credit ratings is examined. It is revealed that Japanese markets are more reactive to global ratings than local.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Japan, Credit ratings
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Subjects list: Stocks, Forecasts and trends, Market trend/market analysis, Stock prices, Stock markets, Stock market
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