Analysis of the Effects of Pre Announcement of S&P 500 Index Changes
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References listed on IDEAS
- John M. Geppert & Stoyu I. Ivanov & Gordon V. Karels, 2011. "An examination of the information content of S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 10(4), pages 411-426, November.
- repec:ibf:ijbfre:v:4:y:2010:i:4:p: is not listed on IDEAS
- Vijh, Anand M, 1994. "S&P 500 Trading Strategies and Stock Betas," The Review of Financial Studies, Society for Financial Studies, vol. 7(1), pages 215-251.
- Stoyu I. Ivanov, 2010. "Discretionary Deletions From The S&P 500 Index: Evidence On Forecasted And Realized Earnings," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 1-9.
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Cited by:
- Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015. "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, vol. 24(C), pages 13-33.
- Andrukovich, P., 2019. "The dynamics of stock price during their listing and delisting," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 50-76.
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More about this item
Keywords
S&P 500; Discretionary Deletions; S&P 500 Changes; Excess Returns;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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