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Price Effects of Addition or Deletion from the Standard & Poor's 500 Index

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  • Philip A. Cusick

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  • Philip A. Cusick, 2002. "Price Effects of Addition or Deletion from the Standard & Poor's 500 Index," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 11(4), pages 349-383, November.
    • Handle: RePEc:wly:finmar:v:11:y:2002:i:4:p:349-383
    DOI: 10.1111/1468-0416.11405
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    References listed on IDEAS

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    1. Harris, Lawrence E & Gurel, Eitan, 1986. "Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures," Journal of Finance, American Finance Association, vol. 41(4), pages 815-829, September.
    2. Asquith, Paul, 1983. "Merger bids, uncertainty, and stockholder returns," Journal of Financial Economics, Elsevier, vol. 11(1-4), pages 51-83, April.
    3. Shleifer, Andrei, 1986. "Do Demand Curves for Stocks Slope Down?," Journal of Finance, American Finance Association, vol. 41(3), pages 579-590, July.
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