id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-469	Parthasarathy, Srikanth	Price and Volume Effects Associated with Index Additions: Evidence from the Indian Stock Market	2011	26	.pdf	application/pdf	10405	515	59	4.4 Price pressure hypothesis The effective day or the actual day of inclusion abnormal stock returns are expected to significantly positive due to the action of index funds. Chen et al (2004) states that greater interest for the Asian Journal of Finance & Accounting ISSN 1946-052X 2010, Vol. 2, No. 2: E4 www.macrothink.org/ajfa 57 index stocks causes greater information production.	cache/ajfa-469.pdf	txt/ajfa-469.txt