Shankar, S. Gowri; Miller, James M. - In: The Financial Review 41 (2006) 3, pp. 339-360
Firms added to (deleted from) the S&P 600 index experience a significant price increase (decrease) at announcement. Firms that newly enter (exit) the S&P universe experience a larger price increase (decrease) than firms that move between S&P indexes. Trading volumes are higher after the...
