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On index investing
16 references·7 citing·45 second hop
On index investing (2022)On index investingDo exogenous changes in passive institutional ownership affect corporate governance and firm value? (2017)Do exogenous changes in passi…The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds (2016)The Effect of Institutional O…Passive investors, not passive owners (2016)Passive investors, not passiv…The effect of institutional ownership on firm transparency and information production (2015)The effect of institutional o…Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Arbitrage Asymmetry and the I…Do ETFs Increase Volatility? (2014)Do ETFs Increase Volatility?The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The High-Frequency Trading Ar…Asset Prices and Institutional Investors (2013)Asset Prices and Institutiona…In Search of Attention (2011)In Search of AttentionInstitutional Investors and the Informational Efficiency of Prices (2009)Institutional Investors and t…Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment (2000)Demand Curves for Stocks Do S…A Theory of Trading in Stock Index Futures (1991)A Theory of Trading in Stock …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Informational Externalities and Welfare-Reducing Speculation (1987)Informational Externalities a…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Drawing up the bill: Are ESG ratings related to stock returns around the world? (2025)Drawing up the bill: Are ESG …The Disappearing Index Effect (2024)The Disappearing Index EffectPassive Ownership and Price Informativeness (2024)Passive Ownership and Price I…More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency (2023)More Risk, More Information: …Government Stock Purchase Undermines Price Informativeness: Evidence from China’s “National Team” (2023)Government Stock Purchase Und…The Passive-Ownership Share Is Double What You Think It Is (2022)The Passive-Ownership Share I…The Modern Mutual Fund Family (2022)The Modern Mutual Fund FamilyThe Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Continuous Auctions and Insider Trading (1985)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Trading and Arbitrage in Cryptocurrency Markets (2018)Machine behaviour (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Does corporate social responsibility create shareholder value? The importance of long-term investors (2017)Is there a dark side to exchange traded funds? An information perspective (2017)The Big Three and corporate carbon emissions around the world (2021)Separation of Ownership and Control (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Anticompetitive Effects of Common Ownership (2018)Institutional shareholders and corporate social responsibility (2019)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The General Theory of Employment, Interest and Money. (1936)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Short Selling and the Price Discovery Process (2012)International Stock Return Predictability: What Is the Role of the United States? (2013)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)ESG performance and firm value: The moderating role of disclosure (2017)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Mispricing Factors (2016)Manager sentiment and stock returns (2018)Common Risk Factors in Cryptocurrency (2022)
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References

  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2011In Search of Attention3,088 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2015The effect of institutional ownership on firm transparency and information production1,008 cited
  • 2016Passive investors, not passive owners975 cited
  • 2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle944 cited
  • 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response886 cited
  • 2009Institutional Investors and the Informational Efficiency of Prices763 cited
  • 2014Do ETFs Increase Volatility?686 cited
  • 1991A Theory of Trading in Stock Index Futures542 cited
  • 2016The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds475 cited
  • 1987Informational Externalities and Welfare-Reducing Speculation433 cited
  • 2000Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment377 cited
  • 2017Do exogenous changes in passive institutional ownership affect corporate governance and firm value?

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367 cited
  • 2013Asset Prices and Institutional Investors365 cited
  • Cited by

    • 2022The Passive-Ownership Share Is Double What You Think It Is61 cited
    • 2023Government Stock Purchase Undermines Price Informativeness: Evidence from China’s “National Team”48 cited
    • 2023More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency47 cited
    • 2024Passive Ownership and Price Informativeness44 cited
    • 2025Drawing up the bill: Are ESG ratings related to stock returns around the world?42 cited
    • 2024The Disappearing Index Effect33 cited
    • 2022The Modern Mutual Fund Family31 cited