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Chaos and the stock market

Monte, Brent M.

csusb-retro Repository record for Chaos and the stock market (opens in a new tab)

Chaos and the stock market

Monte, Brent M.

csusb Repository record for Chaos and the stock market (opens in a new tab)

Changes in Trading Volume and Return Volatility Associated with S&P 500 Index Additions and Deletions

Lin, Cheng-I EricUniversity of North Texas2007

When a stock is added into the S&P 500 Index, it is automatically "cross-listed" in the index derivative markets (i.e., S&P 500 Index futures and Index options). I examined the effects of such cross-listing on the trading volume and return volatility of the underlying component stocks. Traditional …

unt Repository record for Changes in Trading Volume and Return Volatility Associated with S&P 500 Index Additions and Deletions (opens in a new tab)