The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index : evidence from the Asian Pacific index
Year of publication: |
2013
|
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Authors: | Cheung, Adrian Wai Kong ; Roca, Eduardo |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 24.2013, p. 51-65
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Subject: | Corporate sustainability | Index additions and deletions | Asia Pacific | Event study | Asiatisch-pazifischer Raum | Asia-Pacific region | Aktienindex | Stock index | Index | Index number | Börsenkurs | Share price |
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