Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle Article

Kumar, Rajnish, Lawrence, Edward R, Prakash, Arun et al. (2023). Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle . JOURNAL OF BANKING & FINANCE, 154 10.1016/j.jbankfin.2023.106976

International Collaboration

cited authors

  • Kumar, Rajnish; Lawrence, Edward R; Prakash, Arun; Rodriguez Jr, Ivan M

sustainable development goals

authors

publication date

  • September 1, 2023

published in

keywords

  • Asymmetric price response
  • Business & Economics
  • Business, Finance
  • DEMAND CURVES
  • Economics
  • GAME
  • Index additions
  • Index deletions
  • LIQUIDITY
  • RISK
  • S & P 500 index
  • S-AND-P-500 INDEX
  • STOCK RETURNS
  • Social Sciences
  • TERM
  • Transfers between indices

Digital Object Identifier (DOI)

publisher

  • ELSEVIER

volume

  • 154