Search Results - subject:"Reconstitution"

The passive ownership share is double what you think it is

Chinco, Alex; Sammon, Marco - In: Journal of financial economics 157 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015072490

Do ETFs increase the commonality in liquidity of underlying stocks?

Agarwal, Vikas; Hanouna, Paul; Moussawi, Rabih; Stahel, … - 2021

associated with a larger effect of ETF ownership on commonality. We use quasi-natural experiments that exploit the reconstitution …

Persistent link: https://www.econbiz.de/10012496061

Do ETFs increase the commonality in liquidity of underlying stocks?

Agarwal, Vikas; Hanouna, Paul; Moussawi, Rabih; Stahel, … - 2021

associated with a larger effect of ETF ownership on commonality. We use quasi-natural experiments that exploit the reconstitution …

Persistent link: https://www.econbiz.de/10012490478

Russell index reconstitutions and short interest

Akhigbe, Aigbe O.; Martin, Anna D.; Newman, Melinda; … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 577-588

Persistent link: https://www.econbiz.de/10013335991

The reconstitution of broken interfirm relations

Poblete, León A.; Mizruchi, Mark S.; Murnighan, John K. - In: Long range planning : LRP ; international journal of … 55 (2022) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10013326836

Why do institutions like corporate social responsibility investments? Evidence from horizon heterogeneity

Fu, Xudong; Tang, Tian; Yan, Xinyan - In: Journal of empirical finance 51 (2019), pp. 44-63

Persistent link: https://www.econbiz.de/10012169961

The effect of Dow Jones industrial average index component changes on stock returns and trading volumes

Lin, Eric C. - In: The international journal of business and finance … 12 (2018) 1, pp. 81-92

Persistent link: https://www.econbiz.de/10011856291

Reproductive behavior of landless agricultural workers, small farmers, and the economic elite in the historical Krummhörn region [East Frisia, Germany, 1720-1870]

Willführ, Kai P.; Störmer, Charlotte - Max Planck Institute for Demographic Research, Rostock, … - 2013

The historical population of the Krummhörn region [1720-1850] in the northwest of Germany can be characterized as a non-industrialized, pre-capitalist agricultural society. Around 70 percent of the families had either no land or owned farms too small to ensure subsistence, and therefore worked...

Persistent link: https://www.econbiz.de/10010851053

Understanding rebalancing and portfolio reconstitution

Carl, Ulrich - In: Essays in equity portfolio management, (pp. 49-95). 2016

Alle Kapitel dieser Doktorarbeit beleuchten das Thema Aktienfaktoren, allerdings aus unterschiedlichen Perspektiven. Das zentrale Ziel ist es, zum Verständnis von einigen der ältesten und anerkanntesten Aktienfaktoren beizutragen. Das zweite Kapitel diskutiert Portfolioanpassungen und...

Persistent link: https://www.econbiz.de/10011575895

Asymmetric responses to stock index reconstitutions : evidence from the CSI 300 index additions and deletions

Chen, Wei-Kuang; Lin, Ching-Ting - In: Pacific-Basin finance journal 40 (2016), pp. 36-48

Persistent link: https://www.econbiz.de/10011712043