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Powering Past “Peak Passive”? Insights on the Active-Passive Balance from the Literature on Market Efficiency
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data
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Index fund rebalancing and market efficiency
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Trading cost expectations: Evidence from S&P 500 index replacement stock announcements
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Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices
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Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices
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Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association
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Asset pricing and the bid-ask spread
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Price and volume effects associated with changes in the Dow Jones Averages
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Impact of changes in the CSI 300 Index constituents
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The impacts of index rebalancing and their implications: Some new evidence from Japan
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Information efficiency changes following FTSE 100 index revisions
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Stock Price and Volume Effects Associated with Changes in the Composition of the FTSE Bursa Malaysian KLCI
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Which kind of investor causes comovement?
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ETFs and information transfer across firms
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Price and volume effects of changes in MSCI indices – nature and causes
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Index composition changes and the cost of incumbency
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A comprehensive long-term analysis of S&P 500 index additions and deletions
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Skill or Effort? Institutional Ownership and Managerial Efficiency
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Institutional ownership and the quality of earnings
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Correlated Noise: Why Passive Investment Might Improve Market Efficiency
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The price effects of index additions: A new explanation
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The Index Premium and its Hidden Cost for Index Funds
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Anticipatory Effects in the FTSE 100 Index Revisions
inferredcites →https://doi.org/10.1016/j.jempfin.2018.07.004openalex-extracted
S&P 500 inclusions and stock supply
inferredcites →https://doi.org/10.1016/j.jfineco.2004.11.003openalex-extracted
R2 around the world: New theory and new tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2005.03.010openalex-extracted
Stock price synchronicity and analyst coverage in emerging markets
inferredcites →https://doi.org/10.1016/j.jfineco.2007.03.005openalex-extracted
Liquidity and Market Efficiency
inferredcites →https://doi.org/10.1016/j.jfineco.2008.10.003openalex-extracted
Opaque financial reports, R2, and crash risk☆
inferredcites →https://doi.org/10.1016/j.jfineco.2009.11.005openalex-extracted
Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China
inferredcites →https://doi.org/10.1016/j.jfineco.2010.03.008openalex-extracted
Comovement, information production, and the business cycle☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.018openalex-extracted
Measuring investor sentiment with mutual fund flows
inferredcites →https://doi.org/10.1016/j.jfineco.2011.03.008openalex-extracted
Recent trends in trading activity and market quality
inferredcites →https://doi.org/10.1016/j.jfineco.2015.05.008openalex-extracted
The effect of institutional ownership on firm transparency and information production
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Smart money, dumb money, and capital market anomalies
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inferredcites →https://doi.org/10.1016/j.jfineco.2017.06.002openalex-extracted
The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)
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Are foreign investors locusts? The long-term effects of foreign institutional ownership
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Indexing and stock market serial dependence around the world
inferredcites →https://doi.org/10.1016/j.jfineco.2019.06.007openalex-extracted
Institutional shareholders and corporate social responsibility
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.021openalex-extracted
The benchmark inclusion subsidy
inferredcites →https://doi.org/10.1016/j.jfineco.2022.11.002openalex-extracted
Institutional investors, heterogeneous benchmarks and the comovement of asset prices
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103860openalex-extracted
The Passive-Ownership Share Is Double What You Think It Is
inferredcites →https://doi.org/10.1016/j.najef.2019.101059openalex-extracted
The rise of passive investing and index-linked comovement
inferredcites →https://doi.org/10.1016/j.pacfin.2006.01.004openalex-extracted
Addition to the Nikkei 225 Index and Japanese market response: Temporary demand effect of index arbitrageurs
inferredcites →https://doi.org/10.1016/j.pacfin.2008.07.001openalex-extracted
Index membership and predictability of stock returns: The case of the Nikkei 225
inferredcites →https://doi.org/10.1016/j.pacfin.2021.101651openalex-extracted
Long-term impacts of index reconstitutions: Evidence from the CSI 300 additions and deletions
inferredcites →https://doi.org/10.1016/j.rfe.2017.12.001openalex-extracted
S&P 500 Index revisions and credit spreads
inferredcites →https://doi.org/10.1016/j.ribaf.2007.12.001openalex-extracted
A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's ‘gold seal’
inferredcites →https://doi.org/10.1016/s0304-405x(00)00071-4openalex-extracted
The information content of stock markets: why do emerging markets have synchronous stock price movements?
inferredcites →https://doi.org/10.1016/s0304-405x(97)00026-3openalex-extracted
Return autocorrelation and institutional investors
inferredcites →https://doi.org/10.1016/s1386-4181(02)00046-0openalex-extracted
The liquidity effects of revisions to the S&P 500 index: an empirical analysis
inferredcites →https://doi.org/10.1016/s1569-3767(03)04010-xopenalex-extracted
PRICE AND VOLUME EFFECTS ASSOCIATED WITH A CHANGE IN THE NIKKEI 225 INDEX LIST: NEW EVIDENCE FROM THE BIG CHANGE ON APRIL 2000
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The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns?
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The Diminished Effect of Index Rebalances
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Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index
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The Revenge of the Stock Pickers
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The Shift from Active to Passive Investing: Risks to Financial Stability?
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Investor awareness and the long-term impact of FTSE 100 index redefinitions
inferredcites →https://doi.org/10.1080/09603100600690085openalex-extracted
The price effects of FTSE 100 index revision: what drives the long-term abnormal return reversal?
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The MSCI-Canada index rebalancing and excess comovement
inferredcites →https://doi.org/10.1080/09603107.2014.904489openalex-extracted
S&P 500 Index reconstitutions and information asymmetry
inferredcites →https://doi.org/10.1080/10293523.2015.994450openalex-extracted
The market impact on shares entering or leaving JSE indices
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FTSE/JSE Index migration: Testing for a tradeable index effect
inferredcites →https://doi.org/10.1080/13504850110065867openalex-extracted
Trading behaviour of stocks added to New Zealand's NZSE40 index
inferredcites →https://doi.org/10.1080/13518470500249340openalex-extracted
Information costs and liquidity effects from changes in the FTSE 100 list
inferredcites →https://doi.org/10.1080/15140326.2023.2188634openalex-extracted
The impact of active and passive investment on market efficiency: a simulation study
inferredcites →https://doi.org/10.1080/17446540701222425openalex-extracted
Comovement in the FTSE 100 Index
inferredcites →https://doi.org/10.1080/21697213.2023.2239662openalex-extracted
Stock index constituent adjustments and corporate social responsibility: evidence from a quasi-natural experiment of CSI 300 index adjustments
inferredcites →https://doi.org/10.1086/209722openalex-extracted
New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index
inferredcites →https://doi.org/10.1086/296526openalex-extracted
Changes in the Standard and Poor's 500 List
inferredcites →https://doi.org/10.1086/341636openalex-extracted
Does Arbitrage Flatten Demand Curves for Stocks?
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/720515openalex-extracted
Asset Management Contracts and Equilibrium Prices
inferredcites →https://doi.org/10.1093/rapstu/rax015openalex-extracted
Hedge Fund Holdings and Stock Market Efficiency
inferredcites →https://doi.org/10.1093/restud/rdad083openalex-extracted
Which Investors Matter for Equity Valuations and Expected Returns?
inferredcites →https://doi.org/10.1093/rfs/7.1.215openalex-extracted
S&P 500 Trading Strategies and Stock Betas
inferredcites →https://doi.org/10.1093/rfs/hhaa076openalex-extracted
Do Foreign Institutional Investors Improve Price Efficiency?
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Innovation and Informed Trading: Evidence from Industry ETFs
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The Equilibrium Consequences of Indexing
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More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency
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Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights
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Institutional Investors and the Informational Efficiency of Prices
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Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
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Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis
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Regression Discontinuity and the Price Effects of Stock Market Indexing
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The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds
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Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets
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Do Institutional Investors Demand Public Disclosure?
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The Dynamics of Market Efficiency
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It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
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Does Algorithmic Trading Reduce Information Acquisition?
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The Cost of Immediacy for Corporate Bonds
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Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency
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Strategic borrowing from passive investors
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Additions to S&P 500 Index: not so informative any more
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The impact of passive investing on corporate valuations
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An examination of the information content of S&P 500 index changes
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Market reactions to changes in the Dow Jones industrial average index
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Associated effects of index composition changes: an evidence from the S&P CNX Nifty 50 index
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Do the S&P 500 index revisions affect corporate bonds and earnings performance?
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Information asymmetry around S&P 500 index changes
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The effect of additions to or deletions from the TSE 300 Index on Canadian share prices
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Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment
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Price Effects of Addition or Deletion from the Standard & Poor's 500 Index
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Changes in the Nikkei 500: New Evidence for Downward Sloping Demand Curves for Stocks
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S&P 500 Index Additions and Earnings Expectations
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Exchange Traded Funds and Asset Return Correlations
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Indexing and Stock Price Efficiency
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Negative returns on addition to the S&P 500 index and positive returns on deletion? New evidence on the attractiveness of S&P 500 versus S&P 400 indexes
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Passive Institutional Ownership, R2 Trends, and Price Informativeness
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The Effect of Demand on Stock Prices: Evidence from Index Fund Rebalancing
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Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices
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INSTITUTIONAL TRADING AND SECURITY PRICES: THE CASE OF CHANGES IN THE COMPOSITION OF THE S&P 500 INDEX
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EXCESS RETURNS OF INDEX REPLACEMENT STOCKS: EVIDENCE OF LIQUIDITY AND SUBSTITUTABILITY
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PRICE AND VOLUME EFFECTS ASSOCIATED WITH THE CREATION OF STANDARD & POOR'S MIDCAP INDEX
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Do Demand Curves for Small Stocks Slope Down?
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Do Demand Curves for Stocks Slope Down?
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Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
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Institutional Ownership and Changes in the S&P 500
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Futures‐Trading Activity and Stock Price Volatility
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The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation
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Efficiency and the Bear: Short Sales and Markets Around the World
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MARKET EFFECTS OF CHANGES IN THE STANDARD & POOR'S 500 INDEX
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The liquidity effects associated with addition of a stock to the S&P 500 index: evidence from bid/ask spreads
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Market Reaction to Changes in the S&P SmallCap 600 Index
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The Impact of Changes in the FTSE 100 Index
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Stock Liquidity and Investment Opportunities: Evidence from Index Additions
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What Drives the S&P 500 Inclusion Effect? An Analytical Survey
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What's in the News? Information Content of S&P 500 Additions
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Does Voluntary Disclosure Improve Stock Price Informativeness?
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Cost of Equity and S&P 500 Index Revisions
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The competitive effects of S&P 500 Index revisions
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Additions to and Deletions from an Open-Ended Market Index: Evidence from the Australian All Ordinaries
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Price Reactions to Index Reorganization Announcements: Indian Evidence
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Asset Prices and Institutional Investors
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Index Membership and Small Firm Financing
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ETF Activity and Informational Efficiency of Underlying Securities
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The Granular Nature of Large Institutional Investors
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The Distortion in Prices Due to Passive Investing
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Passive Ownership and Price Informativeness
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Price and volume effects associated with scheduled changes in constituents of index: study of NIFTY index in India
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Comovement and FTSE 100 index changes
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Der Indexeffekt am deutschen Aktienmarkt und seine Ursachen
inferredcites →https://doi.org/10.17578/2-1-1openalex-extracted
Are the Market Effects Associated with Revisions to the TSE300 Index Robust?
inferredcites →https://doi.org/10.17578/8-1/2-1openalex-extracted
Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index
inferredcites →https://doi.org/10.19030/jabr.v29i4.7926openalex-extracted
S&P 500 Index Revisions And Analyst Coverage
inferredcites →https://doi.org/10.2139/ssrn.1568122openalex-extracted
The Shrinking Index Effect: A Global Perspective
inferredcites →https://doi.org/10.2139/ssrn.1667188openalex-extracted
On the Economic Consequences of Index-Linked Investing
inferredcites →https://doi.org/10.2139/ssrn.2169395openalex-extracted
Has the U.S. Stock Market Become More Vulnerable over Time?
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Institutional Ownership and Corporate Tax Avoidance: New Evidence
inferredcites →https://doi.org/10.2139/ssrn.3517849openalex-extracted
Reversing the Fortunes of Active Funds
inferredcites →https://doi.org/10.2139/ssrn.4246321openalex-extracted
Do Index Funds Benefit Investors?
inferredcites →https://doi.org/10.2139/ssrn.4321191openalex-extracted
Does Greater Public Scrutiny Hurt a Firm's Performance?
inferredcites →https://doi.org/10.2139/ssrn.4398547openalex-extracted
ETF Activities and Analysts’ Forecasts
inferredcites →https://doi.org/10.2139/ssrn.4567751openalex-extracted
Passive Investing and Market Quality
inferredcites →https://doi.org/10.2139/ssrn.4660609openalex-extracted
Indexing Impairs the Incorporation of Exogenous Information into Stock Prices
inferredcites →https://doi.org/10.2139/ssrn.4675163openalex-extracted
Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices
inferredcites →https://doi.org/10.2139/ssrn.718681openalex-extracted
Limits of Arbitrage and Corporate Financial Policy
inferredcites →https://doi.org/10.22146/gamaijb.5631openalex-extracted
PRICE ANDVOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE LQ 45 INDEX AND THE MSCI EQUITY INDEX LISTS
inferredcites →https://doi.org/10.2307/2331257openalex-extracted
Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List
inferredcites →https://doi.org/10.2307/3595365openalex-extracted
Law, Share Price Accuracy, and Economic Performance: The New Evidence
inferredcites →https://doi.org/10.2307/3666385openalex-extracted
Price Pressure on the NYSE and Nasdaq: Evidence from S&P 500 Index Changes
inferredcites →https://doi.org/10.2308/accr-50186openalex-extracted
Analyst Initiations of Coverage and Stock Return Synchronicity
inferredcites →https://doi.org/10.2308/accr-51945openalex-extracted
Institutional Ownership, Peer Pressure, and Voluntary Disclosures
inferredcites →https://doi.org/10.2469/faj.v42.n2.64openalex-extracted
Does Delisting from the S&P 500 Affect Stock Price?
inferredcites →https://doi.org/10.2469/faj.v43.n1.58openalex-extracted
The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500
inferredcites →https://doi.org/10.2469/faj.v59.n4.2545openalex-extracted
The Russell Reconstitution Effect
inferredcites →https://doi.org/10.2469/faj.v62.n1.4055openalex-extracted
Long-Term Returns on the Original S&P 500 Companies
inferredcites →https://doi.org/10.2469/faj.v62.n4.4185openalex-extracted
Index Changes and Losses to Index Fund Investors
inferredcites →https://doi.org/10.2469/faj.v63.n5.4841openalex-extracted
Trading Patterns and Excess Comovement of Stock Returns
inferredcites →https://doi.org/10.2469/faj.v64.n4.7openalex-extracted
Long-Term Impact of Russell 2000 Index Rebalancing
inferredcites →https://doi.org/10.2469/faj.v64.n5.7openalex-extracted
Long-Term Price Effect of S&P 500 Addition and Earnings Quality
inferredcites →https://doi.org/10.2469/faj.v65.n3.7openalex-extracted
Do Security Analysts Reduce Noise?
inferredcites →https://doi.org/10.2469/faj.v68.n2.7openalex-extracted
How Index Trading Increases Market Vulnerability
inferredcites →https://doi.org/10.3386/w22247openalex-extracted
The Granular Nature of Large Institutional Investors
inferredcites →https://doi.org/10.3386/w27402openalex-extracted
Which Investors Matter for Equity Valuations and Expected Returns?
inferredcites →https://doi.org/10.3386/w8654openalex-extracted
The Mysterious Growing Value of S&P 500 Membership
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