Work

New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index

Year: 1997

Type: article

Abstract: Papers investigating Standard and Poor’s 500 has (when possible) an-nounced changes inStock Index (S&P 500) composition changes the composition of theover the 1976–88 period find a change-day posi-

Source: The Journal of Business

DOI: 10.1086/209722

Authors: Anthony W. Lynch, Richard R. Mendenhall

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123822975

FWCI: 17.22

Cites: 26

Cited by: 538

Related to: 9