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The S&P 500 Index inclusion effect: Evidence from the options market

Coakley, Jerry and Dotsis, George and Kourtis, Apostolos and Psychoyios, Dimitris (2022) The S&P 500 Index inclusion effect: Evidence from the options market. International Journal of Finance and Economics, 29 (1). pp. 1157-1171. DOI https://doi.org/10.1002/ijfe.2728



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Filename: S&P Index Inclusion Effecr_11Sept_Final IJFE version.pdf

Embargo Date: 2 November 2024

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