Similar Search Results

Further analysis of the liquidity and information components of institutional orders : active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin finance journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10003387074

Further analysis of the liquidity and information components of institutional orders: Active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin Finance Journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10005372447

Further analysis of the liquidity and information components of institutional orders: Active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin finance journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10007305761

THE MARKET - Index Design and Implications for Index Tracking

Frino, Alex; Gallagher, David R.; Neubert, Albert S.; … - In: The journal of portfolio management : a publication of … 30 (2004) 2, pp. 89-95

Persistent link: https://www.econbiz.de/10006552194

2 The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Australian journal of management 30 (2005) 1, pp. 23-56

Persistent link: https://www.econbiz.de/10006958848

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Australian Journal of Management 30 (2005) 1, pp. 23-55

This study represents the first empirical examination of the daily trading and portfolio configuration strategies of index and enhanced index equity funds. We document that passive funds benefit from employing less rigid rebalancing and investment strategies. During index revision periods,...

Persistent link: https://www.econbiz.de/10011135716