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Evidence on Stock Price Effects Associated with Changes in the S&P 600 SmallCap Index

Diane Scott Docking & Richard J. Dowen

Quarterly Journal of Finance and Accounting2006article
ABDC B
Weight
0.39

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No abstract available.

16 citations

Cite this paper

@article{diane2006,
  title        = {{Evidence on Stock Price Effects Associated with Changes in the S&P 600 SmallCap Index}},
  author       = {Diane Scott Docking & Richard J. Dowen},
  journal      = {Quarterly Journal of Finance and Accounting},
  year         = {2006},
}

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Evidence on Stock Price Effects Associated with Changes in the S&P 600 SmallCap Index

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Evidence weight

0.39

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.13 × 0.4 = 0.05
M · momentum0.74 × 0.15 = 0.11
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.