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SV mixture models with application to S&P 500 index returns
Durham, Garland B. - In: Journal of financial economics 85 (2007) 3, pp. 822-856
Persistent link: https://www.econbiz.de/10003538066
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Order flow, dealer profitabiliy, and price formation
Locke, Peter; Onayev, Zhan - In: Journal of financial economics 85 (2007) 3, pp. 857-887
Persistent link: https://www.econbiz.de/10003538068
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The market reaction to corporate governance regulation
Larcker, David F.; Ormazabal, Gaizka; Taylor, Daniel J. - In: Journal of financial economics 101 (2011) 2, pp. 431-448
Persistent link: https://www.econbiz.de/10009242838
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Asset pricing with index investing
Chabakauri, Georgy; Ryčkov, Oleg - In: Journal of financial economics 141 (2021) 1, pp. 195-216
Persistent link: https://www.econbiz.de/10012872622
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Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun; Kim, Daejin - In: Journal of financial economics 138 (2020) 1, pp. 222-253
Persistent link: https://www.econbiz.de/10012631970
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Indexing and active fund management : international evidence
Cremers, Martijn; Ferreira, Miguel A.; Matos, Pedro; … - In: Journal of financial economics 120 (2016) 3, pp. 539-560
Persistent link: https://www.econbiz.de/10011590253
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Capital flows and sovereign debt markets: Evidence from index rebalancings
Pandolfi, Lorenzo; Williams, Tomas - In: Journal of financial economics 132 (2019) 2, pp. 384-403
Persistent link: https://www.econbiz.de/10012136912
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Indexing and stock market serial dependence around the world
Baltussen, Guido; Bekkum, Sjoerd van; Da, Zhi - In: Journal of financial economics 132 (2019) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
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On index investing
Coles, Jeffrey L.; Heath, Davidson; Ringgenberg, Matthew C. - In: Journal of financial economics 145 (2022) 3, pp. 665-683
Persistent link: https://www.econbiz.de/10013475428
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Index providers : whales behind the scenes of ETFs
An, Yu; Benetton, Matteo; Song, Yang - In: Journal of financial economics 149 (2023) 3, pp. 407-433
Persistent link: https://www.econbiz.de/10014420529