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S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Title
S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Author
Baran, Lindsay
Date Created
2010
Description
The market reaction to announcements of S&P 500 index changes shows a sustained price increase for added firms and a short-term price decline for newly removed firms. We explore the outstanding hypotheses regarding liquidity, certification, and in...
S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Title
S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Author
Baran, Lindsay
Date Created
2010
Description
The market reaction to announcements of S&P 500 index changes shows a sustained price increase for added firms and a short-term price decline for newly removed firms. We explore the outstanding hypotheses regarding liquidity, certification, and in...
S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Title
S&P 500 Index Reconstitutions: An Analysis of Outstanding Hypotheses
Author
Baran, Lindsay
Date Created
2010
Subjects--Topical
Business
Description
The market reaction to announcements of S&P 500 index changes shows a sustained price increase for added firms and a short-term price decline for newly removed firms. We explore the outstanding hypotheses regarding liquidity, certification, and in...