Bing Anderson

California State Polytechnic University, San Luis Obispo - Finance Area

College of Business

San Luis Obispo, CA 93407

United States

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Scholarly Papers (1)

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DJIA Index Membership and the Flow of Information Between Stock Returns

Number of pages: 33 Posted: 04 Feb 2008 Last Revised: 03 Apr 2009
Bing Anderson and Maria Kasch
California State Polytechnic University, San Luis Obispo - Finance Area and University of Mannheim - Department of Finance
Downloads 154 (258,248)

Abstract:

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Tick-by-tick multi-asset data integration, DJIA revisions, Leag-lag relationship