Kaul, Aditya; Mehrotra, Vikas; Morck, Randall - In: Journal of Finance 55 (2000) 2, pp. 893-912
Weights in the Toronto Stock Exchange 300 index are determined by the market values of the included stocks' public floats. In November 1996, the exchange implemented a previously announced revision of its definition of the public float. This revision, which increased the floats and the index...