S&P 500 index inclusion announcements: does the S&P committee tell us something new?
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References listed on IDEAS
- Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
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- William B. Elliott & Bonnie F. Ness & Mark D. Walker & Richard S. Wan, 2006. "What Drives the S&P 500 Inclusion Effect? An Analytical Survey," Financial Management, Financial Management Association International, vol. 35(4), pages 31-48, December.
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KeywordsInvestment appraisal; Financial services; Indexing; Stocks;
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