The authors express appreciation to Elliott Shurgin, Vice President for Index Products at Standard & Poor's, for providing information on the composition on the MidCap index and for discussions on the release of information regarding the index. In addition, the authors are grateful for comments on earlier drafts of this manuscript from Harold Black, Philip Daves, Ray DeGennaro, Mike Ehrhardt, Delbert Goff, James Pawlukiewicz, Ron Shrieves, and particularly Rob Hansen, the Editor. They are also thankful for comments received from seminar participants at Babson College, the Office of the Comptroller of the Currency, Northeastern University, the 1992 Southern Finance Association Annual Meeting, The University of Tennessee, and Wake Forest University. The authors are responsible for any remaining errors.
PRICE AND VOLUME EFFECTS ASSOCIATED WITH THE CREATION OF STANDARD & POOR'S MIDCAP INDEX
Article first published online: 27 AUG 2014
© The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 18, Issue 3, pages 329–350, Fall 1995
How to Cite
Collins, M. C., Wansley, J. W. and Robinson, B. (1995), PRICE AND VOLUME EFFECTS ASSOCIATED WITH THE CREATION OF STANDARD & POOR'S MIDCAP INDEX. Journal of Financial Research, 18: 329–350. doi: 10.1111/j.1475-6803.1995.tb00570.x
- Issue published online: 27 AUG 2014
- Article first published online: 27 AUG 2014
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