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Tracking S&P 500 Index Funds
14 references·16 citing·38 second hop
Tracking S&P 500 Index Funds (2001)Tracking S&P 500 Index FundsIs Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Is Money Smart? A Study of Mu…The Cost of Institutional Equity Trades (1998)The Cost of Institutional Equ…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Persistence of Risk-Adjusted Mutual Fund Performance (1996)The Persistence of Risk-Adjus…Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…An Anatomy of the "S & P Game": The Effects of Changing the Rules (1996)An Anatomy of the "S & P Game…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…A Mean/Variance Analysis of Tracking Error (1992)A Mean/Variance Analysis of T…The Arithmetic of Active Management (1991)The Arithmetic of Active Mana…The implementation shortfall (1988)The implementation shortfallThe Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …Behavioral finance impacts on US stock market volatility: an analysis of market anomalies (2024)Behavioral finance impacts on…The financial economics of white precious metals — A survey (2017)The financial economics of wh…Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (2016)Index tracking with controlle…From performativity to political economy: index investing, ETFs and asset manager capitalism (2015)From performativity to politi…An Empirical Analysis of Exchange-Traded Funds (2012)An Empirical Analysis of Exch…The influence of ETFs on the price discovery of gold, silver and oil (2011)The influence of ETFs on the …Predictable patterns in ETFs' return and tracking error (2011)Predictable patterns in ETFs'…Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds (2010)Study on the tracking errors …Exchange-traded funds, persistence in tracking errors and information dissemination (2010)Exchange-traded funds, persis…The Influence of Financial Advisors on Household Portfolios: A Study on Private Investors Switching to Financial Advice (2009)The Influence of Financial Ad…Price volatility and tracking ability of ETFs (2009)Price volatility and tracking…Country-specific ETFs: An efficient approach to global asset allocation (2007)Country-specific ETFs: An eff…The performance and trading characteristics of exchange-traded funds (2006)The performance and trading c…Passive Options-Based Investment Strategies (2005)Passive Options-Based Investm…The Long-Term Risks of Global Stock Markets (2003)The Long-Term Risks of Global…Index Mutual Funds and Exchange-Traded Funds (2003)Index Mutual Funds and Exchan…Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On the Impossibility of Informationally Efficient Markets (1980)Investor flows and the assessed performance of open-end mutual funds (1999)Short-Term Persistence in Mutual Fund Performance (2004)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)An Empirical Evaluation of Accounting Income Numbers (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Mutual Fund Attributes and Investor Behavior (2007)A Flow-Based Explanation for Return Predictability (2012)Measuring skill in the mutual fund industry (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)Unobserved Actions of Mutual Funds (2006)Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? (2000)On the Size of the Active Management Industry (2012)The Determinants of Mutual Fund Performance: A Cross-Country Study (2012)On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model (1999)An evolutionary heuristic for the index tracking problem (2003)The Gambler's and Hot-Hand Fallacies: Theory and Applications (2009)Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows (2000)Incentive Fees and Mutual Funds (2003)Mutual Fund's R 2 as Predictor of Performance (2012)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1996The Persistence of Risk-Adjusted Mutual Fund Performance838 cited
  • 1999Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability816 cited
  • 1992A Mean/Variance Analysis of Tracking Error747 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • 1991The Arithmetic of Active Management481 cited
  • 1988The implementation shortfall441 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds414 cited
  • 1996An Anatomy of the "S & P Game": The Effects of Changing the Rules334 cited
  • 1998The Cost of Institutional Equity Trades260 cited

Cited by

  • 2015From performativity to political economy: index investing, ETFs and asset manager capitalism180 cited

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  • 2010Exchange-traded funds, persistence in tracking errors and information dissemination161 cited
  • 2003Index Mutual Funds and Exchange-Traded Funds137 cited
  • 2017The financial economics of white precious metals — A survey95 cited
  • 2010Study on the tracking errors and their determinants: evidence from Hong Kong exchange traded funds71 cited
  • 2009Price volatility and tracking ability of ETFs71 cited
  • 2011The influence of ETFs on the price discovery of gold, silver and oil68 cited
  • 2011Predictable patterns in ETFs' return and tracking error65 cited
  • 2007Country-specific ETFs: An efficient approach to global asset allocation63 cited
  • 2005Passive Options-Based Investment Strategies56 cited
  • 2006The performance and trading characteristics of exchange-traded funds55 cited
  • 2012An Empirical Analysis of Exchange-Traded Funds54 cited
  • 2009The Influence of Financial Advisors on Household Portfolios: A Study on Private Investors Switching to Financial Advice52 cited
  • 2016Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming49 cited
  • 2024Behavioral finance impacts on US stock market volatility: an analysis of market anomalies47 cited
  • 2003The Long-Term Risks of Global Stock Markets46 cited