Seeing there is a fair by of discussion on the topic.
The Index Effect: An Investigation of the Price, Volume and Trading Effects Surrounding Changes to the S&P Australian Indices by Daniel Pullen, (University Melbourne) and Gerard Gannon(Deakin University) found a significant rise or fall in the 10 days following the announcement of the changes, only for the moves to revert after implementation.
http://www.smh.com.au/business/cfd/let-the-index-provider-be-your-guide-20100305-pn20.html
todays chart, page-1656
-
- There are more pages in this discussion • 266 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
Add LYC (ASX) to my watchlist
 (20min delay)
|
|||||
|
Last
$6.94 |
Change
0.070(1.02%) |
Mkt cap ! $6.477B | |||
| Open | High | Low | Value | Volume |
| $6.94 | $7.04 | $6.88 | $11.85M | 1.705M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 47 | 18065 | $6.93 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $6.94 | 17181 | 36 |
View Market Depth
| Last trade - 15.04pm 12/09/2024 (20 minute delay) ? |
| LYC (ASX) Chart |