The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation
| Year of publication: |
2004
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|---|---|
| Authors: | Chen, Honghui ; Noronha, Gregory ; Singal, Vijay |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 59.2004, 4, p. 1901-1930
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