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Further analysis of the liquidity and information components of institutional orders: Active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin Finance Journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10005372447

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Australian Journal of Management 30 (2005) 1, pp. 23-55

This study represents the first empirical examination of the daily trading and portfolio configuration strategies of index and enhanced index equity funds. We document that passive funds benefit from employing less rigid rebalancing and investment strategies. During index revision periods,...

Persistent link: https://www.econbiz.de/10011135716

THE MARKET - Index Design and Implications for Index Tracking

Frino, Alex; Gallagher, David R.; Neubert, Albert S.; … - In: The journal of portfolio management : a publication of … 30 (2004) 2, pp. 89-95

Persistent link: https://www.econbiz.de/10006552194

Is Index Performance Achievable? An Analysis of Australian Equity Index Funds

Frino, Alex; Gallagher, David R. - In: Abacus : a journal of accounting, finance and business … 38 (2002) 2, pp. 200-214

Persistent link: https://www.econbiz.de/10006033885

Is Index Performance Achievable? An Analysis of Australian Equity Index Funds

Frino, Alex; Gallagher, David R. - In: Abacus 38 (2002) 2, pp. 200-214

Persistent link: https://www.econbiz.de/10005260983

Further analysis of the liquidity and information components of institutional orders: Active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin finance journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10007305761

2 The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Australian journal of management 30 (2005) 1, pp. 23-56

Persistent link: https://www.econbiz.de/10006958848

Further analysis of the liquidity and information components of institutional orders : active versus passive funds

Frino, Alex; Gallagher, David R.; Oetomo, Teddy N. - In: Pacific-Basin finance journal 14 (2006) 5, pp. 439-452

Persistent link: https://www.econbiz.de/10003387074

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Frino, Alex - 2008

This study represents the first empirical examination of the daily trading and portfolio configuration strategies of index and enhanced index equity funds. We find index and enhanced funds earn returns and exhibit risk commensurate with underlying indices. Relative to index funds, enhanced index...

Persistent link: https://www.econbiz.de/10012727930

The Index Tracking Strategies of Passive and Enhanced Index Equity Funds

Frino, Alex - 2008

Persistent link: https://www.econbiz.de/10012774460