An anatomy of the "S&P game": The effects of changing the rules

Journal of Finance

Volumn 51, Issue 5, 1996, Pages 1909-1930

  Beneish, Messod D ^a   Whaley, Robert E ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000403214     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb05231.x     Document Type: Article

References (11)

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4. Clements, Jonathan, 1995, Fans and foes of S&P 500 funds are both wrong in their claims, Wall Street Journal, May 23.
5. Dhillon, U., and H. Johnson, 1991, Changes in the Standard and Poor's 500 list, Journal of Business 64, 75-85.
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7. Lintner, John, 1965, The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets, Review of Economics and Statistics 47, 13-37.
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10. Shleifer, Andrei, 1986, Do demand curves for stocks slope down?, Journal of Finance 41, 579-590.
11. Sofianos, George, 1993, Index arbitrage profitability, Journal of Derivatives 1, 6-20.