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Index fund rebalancing and market efficiency

https://doi.org/10.1007/bf02920524
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0165-4101(89)90018-9openalex-snapshot
The behavior of daily stock market trading volume
inferredcites →https://doi.org/10.1016/0304-405x(84)90011-4openalex-snapshot
The valuation effects of stock splits and stock dividends
inferredcites →https://doi.org/10.1016/0304-405x(85)90042-xopenalex-snapshot
Using daily stock returns
inferredcites →https://doi.org/10.1016/1062-9769(94)90016-7openalex-snapshot
Price and volume effects associated with changes in the Dow Jones Averages
inferredcites →https://doi.org/10.1086/296526openalex-snapshot
Changes in the Standard and Poor's 500 List
inferredcites →https://doi.org/10.1111/j.1475-6803.1986.tb00432.xopenalex-snapshot
INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX
inferredcites →https://doi.org/10.1111/j.1475-6803.1994.tb00196.xopenalex-snapshot
EXCESS RETURNS OF INDEX REPLACEMENT STOCKS: EVIDENCE OF LIQUIDITY AND SUBSTITUTABILITY
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb04518.xopenalex-snapshot
Do Demand Curves for Stocks Slope Down?
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb04550.xopenalex-snapshot
Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb05070.xopenalex-snapshot
Institutional Ownership and Changes in the S&P 500
inferredcites →https://doi.org/10.1111/j.1540-6288.1987.tb00318.xopenalex-snapshot
MARKET EFFECTS OF CHANGES IN THE STANDARD & POOR'S 500 INDEX
inferredcites →https://doi.org/10.2307/2331290openalex-snapshot
The "Dartboard" Column: Second-Hand Information and Price Pressure
inferredcites →https://doi.org/10.2307/2490925openalex-snapshot
On the Use of the Multivariate Regression Model in Event Studies
inferredcites →https://doi.org/10.2307/253304openalex-snapshot
Problems and Solutions in Conducting Event Studies
inferredcites →https://doi.org/10.2469/faj.v43.n1.58openalex-snapshot
The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500
inferredcites →https://doi.org/10.2469/faj.v44.n6.73openalex-snapshot
The S&P 500 Membership Anomaly, or Would You Join this Club?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4746517openalex-extracted
Powering Past “Peak Passive”? Insights on the Active-Passive Balance from the Literature on Market Efficiency
inferred← citeshttps://doi.org/10.1007/978-3-030-02792-6_6openalex-snapshot
Indexes
inferred← citeshttps://doi.org/10.1007/bf02920893openalex-snapshot
Trading cost expectations: Evidence from S&P 500 index replacement stock announcements
inferred← citeshttps://doi.org/10.1016/j.ribaf.2007.12.001openalex-snapshot
A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's ‘gold seal’
inferred← citeshttps://doi.org/10.1108/03074359910766280openalex-snapshot
The euro impact on European financial markets
inferred← citeshttps://doi.org/10.2139/ssrn.531903openalex-snapshot
Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
inferred← citeshttps://doi.org/10.2139/ssrn.687921openalex-snapshot
Liquidity Effects of Changes in a Pan-European Stock Index
inferred← citeshttps://doi.org/10.3905/joi.1998.408473openalex-snapshot
Where are the Dow Jones Index Funds?
inferred← citeshttps://doi.org/10.3905/jpm.2001.319788openalex-snapshot
The Growth of Index Funds and the Pricing of Equity Securities
inferred← citeshttps://doi.org/10.3905/jpm.2004.319934openalex-snapshot
Index Design and Implications for Index Tracking
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