The Index Effect: An Investigation of the Price, Volume and Trading Effects Surrounding Changes to the S & P Australian Indices
Abstract
This paper examines the stock price and volume effects surrounding the announcement of constituent changes to the S&P/ASX 200 and four supplementary indices. Between April 2000 and December 2002 additions to (deletions from) the ASX 200 were associated with a significant price rise (fall) over the 10 day period following the market announcement of the change. Additions (deletions) also displayed a significant rise (fall) on the announcement date itself. These findings were corroborated by significant increases in trading volume over the same intervals, suggesting heavy trading activity by index funds in response to changes to the ASX 200. Following the implementation of these changes, both additions and deletions experienced a significant price reversion, supporting the price pressure hypothesis. In contrast, none of the supplementary indices displayed evidence of stock price or volume effects, thereby precluding the information and liquidity hypotheses as viable explanations for the findings of this research.Download Info
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Paper provided by Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance in its series Accounting, Finance, Financial Planning and Insurance Series with number 2007_07.Length: 45 pages
Date of creation: 07 May 2007
Date of revision:
Handle: RePEc:dkn:acctwp:aef_2007_07
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Web page: http://www.deakin.edu.au/buslaw/aef/index.php
Related research
Keywords: Index change; price effect; volume effect; index fund; price pressure.;Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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