Construct · 1 fields · 1 citations

price pressure hypothesis: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
price pressurehypothesis1 CONSTRUCTPrice pressureHARRIS · ASSET PRICING

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Asset pricing

the hypothesis that large uninformed demand shifts, such as index additions, move prices temporarily until liquidity providers are compensated, after which prices revert.

In asset pricing, price pressure hypothesis refers to the hypothesis that large uninformed demand shifts, such as index additions, move prices temporarily until liquidity providers are compensated, after which prices revert. This meaning comes from Harris (1986) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructsdemand4 fields · 4 citationsjingle · one word, four constructshypothesis2 fields · 2 citationsjingle · one word, two constructs

References

  1. Harris, L., & Gurel, E. (1986). 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, 41(4), 815-829. https://doi.org/10.1111/j.1540-6261.1986.tb04550.x

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