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- 28 February 2005
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 75 (2), 283-317
- https://doi.org/10.1016/j.jfineco.2004.04.003
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
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- S&P 500 Index Additions and Earnings ExpectationsThe Journal of Finance, 2003
- Index Funds and Stock Market Growth*The Journal of Business, 2003
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- Size and Book‐to‐Market Factors in Earnings and ReturnsThe Journal of Finance, 1995
- S&P 500 Trading Strategies and Stock BetasThe Review of Financial Studies, 1994
- Investor Sentiment and the Closed‐End Fund PuzzleThe Journal of Finance, 1991
- Stock return variances: The arrival of information and the reaction of tradersJournal of Financial Economics, 1986
- Do Demand Curves for Stocks Slope Down?The Journal of Finance, 1986