Stock price and volume effects associated with changes in Nikkei 225 index.

This thesis investigates the stock price and trading volume effects associated with components change of the NIKKEI 225 index. As changes of NIKKEI 225 composition do not convey information on the prospects of firm value, it should not have any impact on the stock price under the efficient markets h...

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Main Author: Wang, Ranxu.
Other Authors: Covrig, Marian Vicentiu
Format: Theses and Dissertations
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7762
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Institution: Nanyang Technological University
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spelling sg-ntu-dr.10356-77622024-01-12T10:13:56Z Stock price and volume effects associated with changes in Nikkei 225 index. Wang, Ranxu. Covrig, Marian Vicentiu Nanyang Business School DRNTU::Business::Finance::Equity This thesis investigates the stock price and trading volume effects associated with components change of the NIKKEI 225 index. As changes of NIKKEI 225 composition do not convey information on the prospects of firm value, it should not have any impact on the stock price under the efficient markets hypothesis. Master of Business 2008-09-18T07:50:54Z 2008-09-18T07:50:54Z 2003 2003 Thesis http://hdl.handle.net/10356/7762 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Wang, Ranxu.
Stock price and volume effects associated with changes in Nikkei 225 index.
description This thesis investigates the stock price and trading volume effects associated with components change of the NIKKEI 225 index. As changes of NIKKEI 225 composition do not convey information on the prospects of firm value, it should not have any impact on the stock price under the efficient markets hypothesis.
author2 Covrig, Marian Vicentiu
author_facet Covrig, Marian Vicentiu
Wang, Ranxu.
format Theses and Dissertations
author Wang, Ranxu.
author_sort Wang, Ranxu.
title Stock price and volume effects associated with changes in Nikkei 225 index.
title_short Stock price and volume effects associated with changes in Nikkei 225 index.
title_full Stock price and volume effects associated with changes in Nikkei 225 index.
title_fullStr Stock price and volume effects associated with changes in Nikkei 225 index.
title_full_unstemmed Stock price and volume effects associated with changes in Nikkei 225 index.
title_sort stock price and volume effects associated with changes in nikkei 225 index.
publishDate 2008
url http://hdl.handle.net/10356/7762
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