Recovering Investor Expectations from Demand for Index Funds
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- Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020. "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers 26608, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Stock market expectations; Demand estimation; Exchange-traded funds (ETFs);All these keywords.
JEL classification:
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G50 - Financial Economics - - Household Finance - - - General
- L0 - Industrial Organization - - General
Statistics
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