Global ETD Search
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Showing 1 to 3 of 3 for “"price pressure hypothesis"”.
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Index participation units and their effects on the Canadian market : evidence from new issues and their redemptions of TIPs
… effect of issues and redemptions of TIPs on the prices of TIPs, the value of the underlying index, and the prices of the constituent companies in the context of the hypothesis of negatively sloped demand curves for equities. Not only do we uncover a positive price effect stemming from the issue …
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AN EMPIRICAL INVESTIGATION OF THE BEHAVIOUR OF FOREIGN INVESTORS IN EMERGING MARKETS
… rising markets. The findings do not support the price pressure hypothesis; instead the price impact is permanent supporting the base-broadening and information hypotheses. The analysis on individual stocks suggests no evidence of informed trading, suggesting that, foreigners have no particular …
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Market reactions to changes in the Nasdaq-100 Index membership
… 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 ownership, the number of market makers, and the number of …