How and WHY does inclusion in an index affect stock prices

It is well known that when a stock gets added to an index, the stock price jumps. This has been known for at least as long as the mid 1980s (Harris and Gurel 1986 JF). However the "why" has been the question ever since.Some alternative hypotheses that have been examined include "Certification" by the company running the index (for instance, for the Standard and Poors 500, Standard and Poors