The index fund rationality paradox
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Citations
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Cited by:
- Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2018. "Trading efficiency of fund families: Impact on fund performance and investment behavior," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 1-14.
- Utpal Bhattacharya & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017. "Abusing ETFs," Review of Finance, European Finance Association, vol. 21(3), pages 1217-1250.
- Adams, John C. & Mansi, Sattar A. & Nishikawa, Takeshi, 2012. "Are mutual fund fees excessive?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2245-2259.
- Cici, Gjergji, 2011. "The relation of the disposition effect to mutual fund trades and performance," CFR Working Papers 11-05, University of Cologne, Centre for Financial Research (CFR).
- F. Douglas Foster & Geoffrey J. Warren, 2015. "Why Might Investors Choose Active Management?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 16(1), pages 20-39, January.
- Weber, Martin & Mueller-Dethard, Jan, 2020. "The Portfolio Composition Effect," CEPR Discussion Papers 15012, C.E.P.R. Discussion Papers.
- Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2014. "Trading efficiency of fund families: Impact on fund performance and investment behavior," CFR Working Papers 14-14, University of Cologne, Centre for Financial Research (CFR).
- Klaus Grobys, 2012. "Active PortofolioManagement in the Presence of Regime Switching: What Are the Benefits of Defensive Asset Allocation Strategies If the Investor Faces Bear Markets?," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(1), pages 015-031, June.
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Keywords
Equity mutual funds Index funds Fund management fees;Statistics
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