The distortion in prices due to passive investing
Year of publication: |
2022
|
---|---|
Authors: | Baruch, Shmuel ; Zhang, Xiaodi |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 8, p. 6219-6234
|
Subject: | 100% indexing | comovement | conditional CAPM | market indexing | partially revealing rational expectation equilibrium | Theorie | Theory | CAPM | Rationale Erwartung | Rational expectations | Aktienindex | Stock index | Finanzmarkt | Financial market |
-
Equilibrium asset returns in financial markets
Madan, Dilip B., (2019)
-
A counterfactual valuation of the stock index as a predictor of crashes
Roberts, Tom, (2017)
-
Allen, Beth Elaine, (1994)
- More ...
-
News, Influence, and the Evolution of Prices in Financial Markets
Baruch, Shmuel, (2014)
-
Promoting frontline employee customer orientation in China : a replication and a comparison
Pousa, Claudio, (2018)
-
An empirical analysis of the comparative advantage of Chinese foreign trade products
Xiaodi, Zhang, (2004)
- More ...