Asset pricing with index investing
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Cited by:
- Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
- Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022. "On index investing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 665-683.
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More about this item
Keywords
indexing; risk sharing; Lucas trees; general equilibrium; heterogeneous investors; Paul Woolley Centre;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2023-04-03 (Financial Development and Growth)
- NEP-RMG-2023-04-03 (Risk Management)
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