References

• 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
• 1986Do Demand Curves for Stocks Slope Down?1,524 cited
• 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,099 cited
• 2004The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation600 cited
• 2000Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment377 cited
• 2003S&P 500 Index Additions and Earnings Expectations371 cited
• 1996An Anatomy of the "S & P Game": The Effects of Changing the Rules336 cited
• 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures300 cited
• 1987The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500292 cited
• 1989S&P 500 Cash Stock Price Volatilities262 cited
• 1988Does Futures Trading Increase Stock Market Volatility?211 cited
• 2003The market liquidity of DIAMONDS, Q's, and their underlying stocks125 cited
• 2000Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts121 cited
• 2001Efficiency in index options markets and trading in stock baskets93 cited