The price response to S&P 500 index additions and deletions: evidence of asymmetry and a new explanation
Article Abstract:
A study is conducted to analyze the response of prices to the changes in Standard and Poor 500 stock price index, leading indicator of United States equities.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
United States, Forecasts, trends, outlooks, Usage, Forecasts and trends, Market trend/market analysis, Stock price indexes, Standard and Poor's 500-Stock Price Index (Index)
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
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Role of speculative short sales in price formation: the case of the weekend effect
Article Abstract:
Short selling has a consistent major impact upon stock prices, according to this study, with stock prices increasing on Fridays and decreasing on Mondays.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Management dynamics, Management, Influence, Stock prices, Company business management, Securities trading, Short selling
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
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Long-run performance after stock splits: 1927 to 1996
Article Abstract:
Abnormal return measurement methods are evaluated in this study of 12,747 stock splits from 1927-96.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
Measurement, Return on investment, Rate of return, Stock splitting, Price-earnings ratio, Price earnings ratio
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
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Subjects list: Analysis, Economic aspects, Securities industry
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