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There are 33314 results for: content related to: The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

  1. Cost of Equity and S&P 500 Index Revisions

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 457–481, Lindsay Baran and Tao-Hsien Dolly King

    Version of Record online : 4 APR 2012, DOI: 10.1111/j.1755-053X.2012.01186.x

  2. Does Inclusion in a Smaller S&P Index Create Value?

    Financial Review

    Volume 45, Issue 2, May 2010, Pages: 307–330, John R. Becker-Blease and Donna L. Paul

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1540-6288.2010.00249.x

  3. What Drives the S&P 500 Inclusion Effect? An Analytical Survey

    Financial Management

    Volume 35, Issue 4, December 2006, Pages: 31–48, William B. Elliott, Bonnie F. Van Ness, Mark D. Walker and Richard S. Warr

    Version of Record online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2006.tb00158.x

  4. Market Reaction to Changes in the S&P SmallCap 600 Index

    Financial Review

    Volume 41, Issue 3, August 2006, Pages: 339–360, S. Gowri Shankar and James M. Miller

    Version of Record online : 4 JUL 2006, DOI: 10.1111/j.1540-6288.2006.00146.x

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

    Financial Markets, Institutions & Instruments

    Volume 11, Issue 4, November 2002, Pages: 349–383, Philip A. Cusick

    Version of Record online : 11 OCT 2002, DOI: 10.1111/1468-0416.11405

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    Information Content of Changes in Index Composition

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 2, April 2011, Pages: 317–346, Jooyoung Yun and Tong S. Kim

    Version of Record online : 17 APR 2011, DOI: 10.1111/j.2041-6156.2011.01040.x

  7. Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices

    European Financial Management

    Volume 12, Issue 1, January 2006, Pages: 103–127, Cristina Vespro

    Version of Record online : 9 JAN 2006, DOI: 10.1111/j.1354-7798.2006.00312.x

  8. The Impact of Changes in the FTSE 100 Index

    Financial Review

    Volume 42, Issue 3, August 2007, Pages: 461–484, Bryan Mase

    Version of Record online : 30 AUG 2007, DOI: 10.1111/j.1540-6288.2007.00179.x

  9. The Effect of Demand on Stock Prices: Evidence from Index Fund Rebalancing

    Financial Review

    Volume 39, Issue 3, August 2004, Pages: 455–472, Ernest N. Biktimirov

    Version of Record online : 16 JUL 2004, DOI: 10.1111/j.0732-8516.2004.00084.x

  10. Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks

    International Review of Finance

    Volume 1, Issue 4, December 2000, Pages: 245–267, Shinhua Liu

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1468-2443.00018

  11. The informational relevance of corporate social responsibility: evidence from DS400 index reconstitutions

    Strategic Management Journal

    Volume 33, Issue 3, March 2012, Pages: 303–314, Sanjay Ramchander, Robert G. Schwebach and KIM Staking

    Version of Record online : 16 AUG 2011, DOI: 10.1002/smj.952

  12. What's in the News? Information Content of S&P 500 Additions

    Financial Management

    Volume 36, Issue 3, September 2007, Pages: 113–124, Jie Cai

    Version of Record online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2007.tb00083.x

  13. An Anatomy of the “S&P Game”: The Effects of Changing the Rules

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1909–1930, MESSOD D. BENEISH and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05231.x

  14. Do Demand Curves for Small Stocks Slope Down?

    Journal of Financial Research

    Volume 27, Issue 2, June 2004, Pages: 161–178, Ernest N. Biktimirov, Arnold R. Cowan and Bradford D. Jordan

    Version of Record online : 5 MAY 2004, DOI: 10.1111/j.1475-6803.2004.t01-1-00077.x

  15. INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX

    Journal of Financial Research

    Volume 9, Issue 1, Spring 1986, Pages: 13–24, J. Randall Woolridge and Chinmoy Ghosh

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00432.x

  16. The Expiration of IPO Share Lockups

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 471–500, Laura Casares Field and Gordon Hanka

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00334

  17. S&P 500 Membership and Managers’ Supply of Conservative Financial Reports

    Journal of Business Finance & Accounting

    Accepted manuscript online: 7 MAR 2016, GREGORY W. MARTIN, WAYNE B. THOMAS and MATTHEW M. WIELAND

    DOI: 10.1111/jbfa.12200

  18. Indexing and Stock Price Efficiency

    Financial Management

    Volume 44, Issue 4, Winter 2015, Pages: 875–904, Nan Qin and Vijay Singal

    Version of Record online : 28 JUL 2015, DOI: 10.1111/fima.12102

  19. S&P 500 index addition, liquidity management and Tobin's Q

    Accounting & Finance

    Volume 56, Issue 2, June 2016, Pages: 479–508, Petya Platikanova

    Version of Record online : 19 JAN 2015, DOI: 10.1111/acfi.12105

  20. Capital Gains Taxes and Equity Trading: Empirical Evidence

    Journal of Accounting Research

    Volume 41, Issue 4, September 2003, Pages: 611–651, Jennifer L. Blouin, Jana Smith Raedy and Douglas A. Shackelford

    Version of Record online : 21 JUL 2003, DOI: 10.1111/1475-679X.00118