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Showing 1 to 3 of 3 for “"nasdaq-100 index"”.
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Market reactions to changes in the Nasdaq-100 Index membership
We examine stock market reactions around the Nasdaq-100 Index reconstitutions. We find a symmetric and transitory price response accompanied by a significant increase in trading volume on the effective date. Firms added to the Nasdaq-100 Index experience significant increases in institutional …
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Two Essays on Liquidity Essay I: Information Related Trading on Two Nearly Identical Options Essay II: The Importance of the Liquidity Premium in the Presence of Declining Transactions Cost
… options on the information related trading of index options. Two option pairs, NASDAQ 100 index (NDX) and ETF (QQQ, currently QQQQ ) options, and Standard and Poor's 500 index (SPX) options and S & P Depository Receipts (SPY) options, are studied. I test the hypothesis, based on the theory of …
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INCOME SHIFTING AMONG OPTION INTENSIVE FIRMS IN THE 1990'S
… a sample of the largest US firms comprising the NASDAQ-100 index on May 31, 2001, this study found evidence of higher US profitability among NASDAQ-100 multinational firms with the largest deductions resulting from the exercise of options by their employees during the 1997 - 2000 fiscal years …