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| Author: | Gregoriou, A. Ioannidis, C. |
| Title: | Information costs and liquidity effects from changes in the FTSE 100 list |
| Journal: | European Journal of Finance
2006 : JUN, VOL. 12:4, p. 347-360 |
| Index terms: | costs information liquidity stock exchanges transaction costs |
| Language: | eng |
| Abstract: | This paper analyzes the effects of composition changes in FTSE 100 list on stock price. The data is from the period of 1984-2001. The authors find that price and trading volumes of newly listed companies increase. This evidence is consistent with the results obtained from similar studies conducted with the S&P 500 list. |
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