The impact of exchange-traded fund index inclusion on stock prices
John Duffy, Daniel Friedman, Jean Paul Rabanal, Olga A. Rud
| Year of publication: |
2025
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|---|---|
| Authors: | Duffy, John ; Friedman, Daniel ; Rabanal, Jean Paul ; Rud, Olga A. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 71.2025, 1, p. 21-34
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| Subject: | ETFs | experimental finance | index inclusion premium | Aktienindex | Stock index | Indexderivat | Index derivative | Börsenkurs | Share price | Investmentfonds | Investment Fund | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.02125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015409638