Chen, Norohna, and Singal are from University of Central Florida, Arizona State University West, and Virginia Tech, respectively. We thank Greg Kadlec, Raman Kumar, Carole Gresse, and especially an anonymous referee and the editor, Rick Green, for comments. We are also grateful to seminar participants at Virginia Tech, Arizona State University West, Loyola College in Maryland, 2002 FMA meetings in San Antonio, 2002 EFA meetings in Berlin, University at Albany, University of Central Florida, University of South Florida, St. Petersburg, Saint Louis University, Drexel University, Penn State Great Valley, George Washington University, and the 2002 FMA International meetings in Copenhagen for comments. Singal acknowledges partial financial support from a Virginia Tech summer grant.
The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation
Version of Record online: 27 NOV 2005
© 2004 the American Finance Association
The Journal of Finance
Volume 59, Issue 4, pages 1901–1930, August 2004
How to Cite
Chen, H., Noronha, G. and Singal, V. (2004), The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation. The Journal of Finance, 59: 1901–1930. doi: 10.1111/j.1540-6261.2004.00683.x
- Issue online: 27 NOV 2005
- Version of Record online: 27 NOV 2005
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!