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Collins et al., 1995 - Google Patents

Price and volume effects associated with the creation of Standard & Poor's Midcap Index

Collins et al., 1995

Document ID
873403677765928463
Author
Collins M
Wansley J
Robinson B
Publication year
Publication venue
Journal of Financial Research

External Links

Snippet

In this paper we explore price and volume effects associated with the 1991 creation of Standard & Poor's MidCap 400 index. Prior work on changes in the composition of existing indices finds a significant price response to the announcement. Various authors link the …
Continue reading at onlinelibrary.wiley.com (other versions)

Classifications

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