The Journal of Finance · 1986 · 307 citations · 0 references
Social SciencesBusiness EconomicsEconomicsMicroeconomicsPricing StrategyPricing TheoryAsset Pricing EmpiricsCompetitive PricingDemand AnalysisMarket FailurePrice Level DeterminationPrice Level DynamicsEquilibrium Price EffectsMarket Pressure HypothesisMicro Price EvidencePrice Adjustment ProcessesPrice Pattern Analysis
Lawrence Harris, Eitan Gurel, Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures, The Journal of Finance, Vol. 41, No. 4 (Sep., 1986), pp. 815-829