The DOI matches its Crossref record.
Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
Abstract
Lawrence Harris, Eitan Gurel, Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures, The Journal of Finance, Vol. 41, No. 4 (Sep., 1986), pp. 815-829
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Institutional Investors and Equity Prices
Gompers, P. A., & Metrick, A. (2001) · The Quarterly Journal of Economics · doi:10.1162/003355301556392 · Cited by 1,632
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
HARTZMARK, S. M., & SUSSMAN, A. B. (2019) · The Journal of Finance · doi:10.1111/jofi.12841 · Cited by 1,711
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
Bollen, N. P. B., & Whaley, R. E. (2004) · The Journal of Finance · doi:10.1111/j.1540-6261.2004.00647.x · Cited by 987
Aggregate mutual fund flows and security returns
Warther, V. A. (1995) · Journal of Financial Economics · doi:10.1016/0304-405x(95)00827-2 · Cited by 734
Chen, H., Noronha, G., & Singal, V. (2004) · The Journal of Finance · doi:10.1111/j.1540-6261.2004.00683.x · Cited by 600
Metadata
- Authors
- Harris, L., & Gurel, E.
- Venue
- The Journal of Finance
- Publisher
- JSTOR
- Published
- 1986-09
- Volume
- 41
- Issue
- 4
- Pages
- 815
- ISSN
- 0022-1082 (ISSN-L)
- OpenAlex
- W4234044456
- Cited by
- 300
- References
- 0
- FWCI
- 0.97
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures. https://app.cochat.ai/papers/10.2307/2328230
- The paper
- Harris, L., & Gurel, E. (1986). Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures. The Journal of Finance. https://doi.org/10.2307/2328230
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.