The effects of creations and redemptions in the index participation unit market : evidence of the downward sloping demand curve for equity

The effects of creations and redemptions in the index participation unit market : evidence of the downward sloping demand curve for equity

A number of finance papers have shown that the downward sloping demand curve for equity exists. Many of these previous studies have come to their conclusion via one of two ways. The first method looks at new equity offerings by companies and their affect on stock returns due to increase in supply. T...

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Bibliographic Details
Main Author: Duguay-Arbesfeld, Jonathan
Format: Others
Published: 2001
Online Access:http://spectrum.library.concordia.ca/1345/1/MQ59279.pdf
Duguay-Arbesfeld, Jonathan <http://spectrum.library.concordia.ca/view/creators/Duguay-Arbesfeld=3AJonathan=3A=3A.html> (2001) The effects of creations and redemptions in the index participation unit market : evidence of the downward sloping demand curve for equity. Masters thesis, Concordia University.

Internet

http://spectrum.library.concordia.ca/1345/1/MQ59279.pdf
Duguay-Arbesfeld, Jonathan <http://spectrum.library.concordia.ca/view/creators/Duguay-Arbesfeld=3AJonathan=3A=3A.html> (2001) The effects of creations and redemptions in the index participation unit market : evidence of the downward sloping demand curve for equity. Masters thesis, Concordia University.

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