Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of International Financial Markets, … 23 (2013) C, pp. 379-401
This study investigates the stock price response to Standard & Poor's (S&P) 500 index inclusions during the period 1996–2010 and the role of options listings and options trading volume with regard to the information content of index inclusion announcements. Specifically, we address the...
