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Journal of Financial Markets Vol. 6 No. 3 2003

The liquidity effects of revisions to the S&P 500 index: an empirical analysis

Shantaram P. Hegde1; John B. McDermott2

1 University of Connecticut · 2 United States Coast Guard Academy

DOI
10.1016/s1386-4181(02)00046-0
Volume
6
Issue
3
Pages
413-459
Language
en
Sources
crossref openalex

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