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Working paper / National Bureau of Economic Research, Inc.
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
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International review of financial analysis
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Recovering investor expectations from demand for index funds
Egan, Mark L.
;
MacKay, Alexander
;
Yang, Hanbin
-
2020
Persistent link: https://www.econbiz.de/10012177001
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2
Tracking biased weights : asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
-
2020
Persistent link: https://www.econbiz.de/10012426755
Saved in:
3
Index funds and the future of corporate governance : theory, evidence, and policy
Bebchuk, Lucian A.
;
Hirst, Scott
-
2019
Persistent link: https://www.econbiz.de/10012171802
Saved in:
4
Exchange traded funds 101 for economists
Lettau, Martin
;
Madhavan, Ananth Narayan
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2018
Persistent link: https://www.econbiz.de/10011796699
Saved in:
5
Exchange Traded Funds (ETFs)
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2016
Persistent link: https://www.econbiz.de/10011574926
Saved in:
6
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
7
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
8
Do ETFs increase volatility?
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2014
Persistent link: https://www.econbiz.de/10010360081
Saved in:
9
Effects of index-fund investing on commodity futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010254330
Saved in:
10
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
-
2012
Persistent link: https://www.econbiz.de/10009680723
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