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Manuscript Preparation, Copyediting, and Proofreading
Q. In a document of two or more volumes, where should the index go? At the end of each volume or at the end of the last volume?
A. If the volumes contain similar and overlapping content, you will probably want a comprehensive index at the end of the final volume; if the content is relatively discrete for each volume, that might not be necessary. If the volumes are not published simultaneously, it is useful to have an index in each volume. You have to decide, too, whether each index will cover only one volume or previous volumes as well. To prevent confusion, each index should be clearly titled, e.g., “Index to Volume 1” or “Index to Volumes 1–3.”