PRICE ANDVOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE LQ 45 INDEX AND THE MSCI EQUITY INDEX LISTS
This paper examines price and trading volume behavior surrounding announcements of changes in the composition of the liquidity (LQ) 45 and the Morgan Stanley Capital International (MSCI) Equity Index at the Jakarta Stock Exchange. Unlike listing studies in the developed markets, the announcements of...
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| Format: | Article |
| Language: | English |
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Universitas Gadjah Mada
2003-09-01
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| Series: | Gadjah Mada International Journal of Business |
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| Online Access: | https://jurnal.ugm.ac.id/gamaijb/article/view/5631 |