The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Financial Analysis.
Volume (Year): 17 (2008)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620166
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- Jennifer L. Blouin & Jana Smith Raedy & Douglas A. Shackelford, 2000. "The Impact of Capital Gains Taxes on Stock Price Reactions to S&P 500 Inclusion," NBER Working Papers 8011, National Bureau of Economic Research, Inc.
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- Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013. "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4920-4930.
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