@article{66d1e6bf94b84deaa59f74ff49d10025,
title = "Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions",
keywords = "Index effects, Institutional investor base, Investor awareness, MSCI",
author = "Chen, {Hung Ling} and Shiu, {Cheng Yi} and Wei, {Hui Shan}",
note = "Funding Information: This paper was previously circulated under the title ?Index reconstitutions and the role of foreign institutional investors on local corporate governance: Evidence from MSCI Standard Index?. We would like to thank Saeyoung Chang and the seminar participants at the National Chengchi University, as well as the participants at the Financial Management Association 2017 Annual Conference, the 2017 FMA European Conference, and Taiwan Finance Association 2016 Annual Conference, for providing valuable comments. Shiu thanks the Ministry of Science and Technology for financial support under grant number 99-2410-H-008-021-MY3. Funding Information: This paper was previously circulated under the title “Index reconstitutions and the role of foreign institutional investors on local corporate governance: Evidence from MSCI Standard Index”. We would like to thank Saeyoung Chang and the seminar participants at the National Chengchi University, as well as the participants at the Financial Management Association 2017 Annual Conference, the 2017 FMA European Conference, and Taiwan Finance Association 2016 Annual Conference, for providing valuable comments. Shiu thanks the Ministry of Science and Technology for financial support under grant number 99-2410-H-008-021-MY3.",
year = "2019",
month = jan,
doi = "10.1016/j.jempfin.2019.01.002",
language = "???core.languages.en_GB???",
volume = "50",
pages = "93--112",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
}