The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation-Reference-Cited by-同舟云学术

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

Published:2004-08 Issue:4 Volume:59 Page:1901-1930
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:

Author:

Chen Honghui,Noronha Gregory,Singal Vijay

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2004.00683.x/fullpdf

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4. S&P 500 index replacements: A new game in town;Beneish;Journal of Portfolio Management,2002

5. Blouin , Jennifer Jana Raedy Douglas Shackelford 2000 The impact of capital gains taxes on stock price reactions to S&P 500 inclusion NBER

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