Price And Volume Effects Associated With The Creation Of Standard & Poor'S Midcap Index
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- Howard W.H. Chan & Peter F. Howard, 2002. "Additions to and Deletions from an Open-Ended Market Index: Evidence from the Australian All Ordinaries," Australian Journal of Management, Australian School of Business, vol. 27(1), pages 45-74, June.
- J. Carlos Gómez Sala & Jorge Yzaguirre, 2003.
"Presión sobre los precios en las revisiones del índice IBEX35,"
Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 491-531, September.
- Juan Carlos Gómez Sala & Jorge Yzaguirre Sharfhaussen, 2000. "Presión sobre los precios en las revisiones del índice Ibex35," Working Papers. Serie EC 2000-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Bildik, Recep & Gulay, Guzhan, 2008. "The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 178-197.
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