Strategic trading by index funds and liquidity provision around S&P 500 index additions
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gonul Colak, 2012. "IPO characteristics of index firms," Managerial Finance, Emerald Group Publishing, vol. 38(12), pages 1134-1159, October.
- Chen, Haiwei & Ngo, Thanh, 2017. "Leverage-based index revisions: The case of Dow Jones Islamic Market World Index," Global Finance Journal, Elsevier, vol. 32(C), pages 16-34.
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- Lajbcygier, Paul & Sojka, Jeremy, 2015. "The viability of alternative indexation when including all costs," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 109-141.
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- Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2014. "Trading efficiency of fund families: Impact on fund performance and investment behavior," CFR Working Papers 14-14, University of Cologne, Centre for Financial Research (CFR).
- Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa, 2014. "Broker-hosted investor conferences," Journal of Accounting and Economics, Elsevier, vol. 58(1), pages 142-166.
More about this item
KeywordsS& P 500 index additions Index funds Tracking error Price pressure Strategic trading;
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