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Associated effects of index composition changes: an evidence from the S&P CNX Nifty 50 index

https://doi.org/10.1108/mf-01-2013-0010

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What this work says

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

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The effects of changes in index composition on stock prices and volume: Evidence from the Istanbul stock exchange

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The effect of changes in index constitution: Evidence from the Korean stock market

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Price and volume effects of changes in MSCI indices – nature and causes

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Changes in the Standard and Poor's 500 List

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The price, liquidity and information asymmetry changes associated with new S&P 500 additions

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Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment

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Event‐Induced Volatility and Tests for Abnormal Performance

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S&P 500 Index Additions and Earnings Expectations

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The Effect of Demand on Stock Prices: Evidence from Index Fund Rebalancing

inferredcites →https://doi.org/10.1111/j.1475-6803.2004.t01-1-00077.xopenalex-snapshot

Do Demand Curves for Small Stocks Slope Down?

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.1540-6261.2004.00683.xopenalex-snapshot

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

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CONDITIONAL HETEROSCEDASTICITY IN THE MARKET MODEL AND EFFICIENT ESTIMATES OF BETAS

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Market Reaction to Changes in the S&P SmallCap 600 Index

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Impact on Stock Price by the Inclusion to and Exclusion from CNX Nifty Index

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Price Pressure Hypothesis: Evidence From S & P Cnx Nifty Index Changes

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Are the Market Effects Associated with Revisions to the TSE300 Index Robust?

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Index Effects: Further Evidence for the S&P/ASX 200

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A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return

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The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500

What points at this work

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Powering Past “Peak Passive”? Insights on the Active-Passive Balance from the Literature on Market Efficiency

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Disruptive Innovations, Fundamental Strength and Stock Winners: Implications for Stock Index Revisions

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Is Shari’ah Index Membership Risky? The Case of Malaysia Shari’ah Blue-Chip Index

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Does Nifty Index Inclusion (still) Convey Information? A Comprehensive Empirical Examination in the Indian Stock Market

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