Information effects of announced stock index additions: evidence from S&P 400
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DOI: 10.1007/s12197-010-9153-8
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- repec:bla:jfinan:v:59:y:2004:i:4:p:1901-1930 is not listed on IDEAS
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Cited by:
- Ernest N. Biktimirov & Yuanbin Xu, 2019. "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 134-145, March.
- Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017. "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1087-1119, November.
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More about this item
Keywords
S&P 400; Wealth Effects; Stock Index; Industry Contagion; G14; G19;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
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