Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: The Quarterly Review of Economics and Finance 50 (2010) 2, pp. 191-201
We examine the probability of deletion of a firm from the S&P 500 index due to a decision of the index committee because the firm did not satisfy the index committee criteria. We study the probability of deletion with survival analysis and neural networks methods. We document that deletion might...
