Does the market identify potential candidates for addition to the S&P 500 index?

This paper investigates the markets' capacity to identify the companies that are candidates for addition to the Standard and Poor's 500 Index. A sample of firms likely to be added to the S&P 500 are identified on a date on which the market can anticipate that an S&P 500 member will...

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Bibliographic Details
Main Author: Proper, Shay
Format: Others
Published: 1999
Online Access:http://spectrum.library.concordia.ca/724/1/MQ39090.pdf
Proper, Shay <http://spectrum.library.concordia.ca/view/creators/Proper=3AShay=3A=3A.html> (1999) Does the market identify potential candidates for addition to the S&P 500 index? Masters thesis, Concordia University.