Market reaction to changes in the S&P smallcap 600 index

Financial Review

Volumn 41, Issue 3, 2006, Pages 339-360

  Gowri Shankar, S ^a   Miller, James M ^a  

^a UNIVERSITY OF WASHINGTON BOTHELL   (United States)

Author keywords

G12; G14; Index changes; Index reconstitution; Institutional ownership; Price effects; Price pressure; S P index; S P smallcap 600 index; Volume effects

Indexed keywords

EID: 78149468846     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2006.00146.x     Document Type: Article

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