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| Tekijä: | Collins, C. Wansley, J. Robinson, B. |
| Otsikko: | Price and volume effects associated with the creation of standard and poor's midcap index |
| Lehti: | Journal of Financial Research
1995 : FALL, VOL. 18:3, p. 329-350 |
| Asiasana: | PRICES ASSOCIATIONS CREATIVITY |
| Kieli: | eng |
| Tiivistelmä: | In this paper the authors explore price and volume effects associated with the 1991 creation of Standard & Poor's MidCap 400 index. Prior work on changes in the composition of existing indices finds a significant price response to the announcement. Various authors link the effect to price pressure, information, an outwardly shifting demand curve for securities, and the increased attention that comes with inclusion in an index. |
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