The Price Effect Following Compositional Changes in the FTSE 100 Index

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The Price Effect Following Compositional Changes in the FTSE 100 Index

This thesis investigates the FTSE 100's quarterly index revisions and attempts to capture the impacts of this occurrence on stock prices using data from 2007 until 2021 and an event study methodology. Our analysis is conducted around both the announcement and the event date, and our sample is d...

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Bibliographic Details
Main Author:	Hadjipierou, Maria
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/66492/

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