The price response to S&P 500 index additions and deletions : evidence of asymmetry and a new explanation
Year of publication: |
2004
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Authors: | Chen, Honghui ; Noronha, Gregory M. ; Singal, Vijay |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 4, p. 1901-1929
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Subject: | Aktienindex | Stock index | Ankündigungseffekt | Announcement effect | USA | United States | Indexberechnung | Index construction | 1962-2000 |
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