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Showing 1 to 2 of 2 for “"index mutual funds"”.
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The effects of creations and redemptions in the index participation unit market : evidence of the downward sloping demand curve for equity
… at company inclusion into the S&P 500 Composite Index and its effect on company returns due to increase in demand from index mutual funds. In both cases there has been evidence of the downward sloping demand curve but skeptics still persist due to the inability of these techniques to eliminate …
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Two Essays Relating to Mutual Fund Performance
… papers, we examine different aspects of mutual fund performance and other issues. In the first chapter, we look at exchange-traded funds (ETFs) and how they differ from index funds in performance and tracking error. Using daily data and a more comprehensive sample than past research, we …