【作者(必填)】Elliott, W.B.,Warr,R.S.

【文题(必填)】Price pressure on the NYSE and Nasdaq:evidence from S&P500 index changes

【年份(必填)】2003，Financial Management32,85–99.

【作者(必填)】Shankar, G., & Miller, J.
【文题(必填)】Market reaction to changes in the S&P SmallCap 600 index.
【年份(必填)】2006，The Financial Review,

【作者(必填)】Masse, B.
【文题(必填)】The impact of changes in the FTSE 100 index.
【年份(必填)】Financial Review,2007

【作者(必填)】Chen, H., Noronha, G., & Singal, V.
【文题(必填)】The price response to S and P 500 index additions and deletions: Evidence of
asymmetry and a new explanation
【年份(必填)】Journal of Finance,2004