Information efficiency changes following FTSE 100 index revisions

Wael Daya, Mark Charles Freeman, Khelifa Mazouz

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1054–1069
Journal	Journal of International Financial Markets, Institutions and Money
Volume	22
Publication status	Published - 2012

Cite this

@article{c41d1c480c774a8baf4de7d2f0170bdf,

title = "Information efficiency changes following FTSE 100 index revisions",

author = "Wael Daya and Freeman, {Mark Charles} and Khelifa Mazouz",

year = "2012",

language = "English",

volume = "22",

pages = "1054–1069",

journal = "Journal of International Financial Markets, Institutions and Money",

issn = "1042-4431",

publisher = "Elsevier",

}

TY - JOUR

T1 - Information efficiency changes following FTSE 100 index revisions

AU - Daya, Wael

AU - Freeman, Mark Charles

AU - Mazouz, Khelifa

PY - 2012

Y1 - 2012

M3 - Article

SN - 1042-4431

VL - 22

SP - 1054

EP - 1069

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

ER -