Boya Li

Brock University

St. Catharines, Ontario L2S 3A1

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

88

CITATIONS

0

Scholarly Papers (2)

1.

Asymmetric Stock Price and Liquidity Responses to Changes in the FTSE SmallCap Index

Review of Quantitative Finance and Accounting, Vol. 42, No. 1, 2014
Number of pages: 49 Posted: 10 Jun 2012 Last Revised: 29 May 2014
Brock University, Goodman School of Business and Brock University
Downloads 55 (370,211)

Abstract:

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FTSE SmallCap index, event study, index changes, stock prices, liquidity, trading volume, institutional ownership

2.

Market Reactions to Changes in the S&P/TSX SmallCap Index

The Journal of Index Investing 5 (2), Fall 2014, 57-64.
Number of pages: 17 Posted: 23 May 2016
Brock University, Goodman School of Business and Brock University
Downloads 33 (451,201)

Abstract:

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Abnormal return, event study, index changes, S&P/TSX SmallCap, trading volume