1-2-3 Get In/Get Out - On Timely, Important News Message Board

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Strategies & Market Trends : 1-2-3 Get In/Get Out - On Timely, Important News

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To: Gil Kempenich who wrote (1032)	11/25/1997 4:48:00 PM
From: Vol	Read Replies (1) of 1136

Question: This really doesn't pertain to the discussion on this thread but is a short term strategy. It involves buying stocks just announced to be added to the S&P 500 and selling them at the end of the day they are added to the index. I believe a finance prof at Duke wrote a paper on this and that back tested returns were around 60% annually. However I can't find anymore info about this on the net. Does anyone know more about this strategy and where I could find info on it? Vol

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