Shlavina,
Refer recent AEZ Announcement for stocks entering the indices. These announcements are normally made quarterly unless special situation causes an individual change i.e. CDU. Normally happen on about 18th day of the month in each quarter. Mark dates in your calendar & can watch for them. They certainly can provide trading opportunities e.g. CER/GPT etc dump back around the Friday 18/2/2009?from memory.
Regards
Buffett
daytrade diaries... october 5 part 2, page-116
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