The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange
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- Jeffrey Wurgler & Ekaterina Zhuravskaya, 2000.
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- Collins, M Cary & Wansley, James W & Robinson, Breck, 1995. "Price and Volume Effects Associated with the Creation of Standard & Poor's MidCap Index," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(3), pages 329-50, Fall.
- Shleifer, Andrei, 1986. " Do Demand Curves for Stocks Slope Down?," Journal of Finance, American Finance Association, vol. 41(3), pages 579-90, July.
- Boehmer, Ekkehart & Masumeci, Jim & Poulsen, Annette B., 1991. "Event-study methodology under conditions of event-induced variance," Journal of Financial Economics, Elsevier, vol. 30(2), pages 253-272, December.
- Howard W.H. Chan & Peter F. Howard, 2002. "Additions to and Deletions from an Open-Ended Market Index: Evidence from the Australian All Ordinaries," Australian Journal of Management, Australian School of Business, vol. 27(1), pages 45-74, June.
- Lynch, Anthony W & Mendenhall, Richard R, 1997. "New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index," The Journal of Business, University of Chicago Press, vol. 70(3), pages 351-83, July.
- Ernest N. Biktimirov & Arnold R. Cowan & Bradford D. Jordan, 2004. "Do Demand Curves for Small Stocks Slope Down?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 27(2), pages 161-178.
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