Additions to and deletions from the S&P 500 index : a resolution to the asymmetric price response puzzle
Rajnish Kumar, Edward R. Lawrence, Arun Prakash, Iván M. Rodríguez
| Year of publication: |
2023
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|---|---|
| Authors: | Kumar, Rajnish ; Lawrence, Edward R. ; Prakash, Arun J. ; Rodriguez, Ivan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-15
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| Subject: | Asymmetric price response | Index additions | Index deletions | S&P 500 index | Transfers between indices | Indexberechnung | Index construction | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106976 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491773