IDEAS home Printed from https://ideas.repec.org/r/bis/bisqtr/1803j.html
   My bibliography  Save this item

The implications of passive investing for securities markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2021. "Blaming or praising passive ETFs?," LIDAM Discussion Papers LFIN 2021008, Université catholique de Louvain, Louvain Finance (LFIN).
  2. Imran Hussain Shah & Hans Matthias Wanovits & Richard Hatfield, 2021. "Uncovering investment management performance using SPIVA data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3676-3695, July.
  3. Amariei, Cosmina, 2020. "Asset Allocation in Europe: Reality vs. Expectations," ECMI Papers 27304, Centre for European Policy Studies.
  4. Aquilina, Matteo & Croxson, Karen & Valentini, Gian Giacomo & Vass, Lachlan, 2020. "Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress," Economics Letters, Elsevier, vol. 193(C).
  5. Sebastián García-Andrade, 2019. "Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local," Borradores de Economia 1094, Banco de la Republica de Colombia.
  6. Elroi Hadad & Davinder Malhotra & Srinivas Nippani, 2024. "Trading commodity ETFs: Price behavior, investment insights, and performance analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(7), pages 1257-1276, July.
  7. David C. Ling & Chongyu Wang & Tingyu Zhou, 2023. "How do institutional investors react to local shocks during a crisis? A test using the COVID‐19 pandemic," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(5), pages 1246-1284, September.
  8. Chen, Hung-Ling & Shiu, Cheng-Yi & Wei, Hui-Shan, 2019. "Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 93-112.
  9. John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
  10. Albert Banal-Estanol & Jo Seldeslachts & Xavier Vives, 2022. "Ownership Diversification and Product Market Pricing Incentives," Discussion Papers of DIW Berlin 2023, DIW Berlin, German Institute for Economic Research.
  11. Lemeunier, Sébastien Michel, 2021. "Information Asymmetry and the Mutual Fund Market," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 440-448.
  12. Jeffrey Meli & Zornitsa Todorova, 2023. "Credit ETFs in Mutual Funds and Corporate Bond Liquidity," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(3), pages 89-114, August.
  13. Kitajima, Kiichi, 2022. "Passive investors and concentration of intraday liquidity: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  14. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  15. Carneiro, Livia Mendes & Eid Junior, William & Yoshinaga, Claudia Emiko, 2022. "The implications of passive investments for active fund management: International evidence," Global Finance Journal, Elsevier, vol. 53(C).
  16. Carmine De Franco, 2021. "Stock picking in the US market and the effect of passive investments," Journal of Asset Management, Palgrave Macmillan, vol. 22(1), pages 1-10, February.
  17. Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai, 2019. "Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets," Journal of International Money and Finance, Elsevier, vol. 99(C).
  18. Ailie Charteris & Conrad Alexander Steyn, 2023. "The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 225-240, May.
  19. Karamfil Todorov, 2021. "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers 952, Bank for International Settlements.
  20. Jiaer He & Roberto Rivera, 2023. "A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors," Papers 2311.06282, arXiv.org.
  21. L. Alamelu & Nisha Goyal, 2023. "Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 165-188, March.
  22. Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022. "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, vol. 79(C).
  23. Wilson, Christian & Caldecott, Ben, 2023. "Investigating the role of passive funds in carbon-intensive capital markets: Evidence from U.S. bonds," Ecological Economics, Elsevier, vol. 209(C).
  24. Thomas Mathews, 2019. "A History of Australian Equities," RBA Research Discussion Papers rdp2019-04, Reserve Bank of Australia.
  25. Pagano, Marco & Sánchez Serrano, Antonio & Zechner, Jozef, 2019. "Can ETFs contribute to systemic risk?," Report of the Advisory Scientific Committee 9, European Systemic Risk Board.
  26. Pablo Vilas & Laura Andreu & José Luis Sarto, 2021. "The Convergence between Sustainability and Conventional Stock Indices. Are We on the Right Track?," Sustainability, MDPI, vol. 13(14), pages 1-11, July.
  27. Zhu, Qifei, 2021. "Capital supply and corporate bond issuances: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 141(2), pages 551-572.
  28. De Rossi, Giuliano & Steliaros, Michael, 2022. "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, vol. 143(C).
  29. He, Eric & Jacob, Martin & Vashishtha, Rahul & Venkatachalam, Mohan, 2022. "Does differential taxation of short-term relative to long-term capital gains affect long-term investment?," Journal of Accounting and Economics, Elsevier, vol. 74(1).
  30. Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022. "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, vol. 81(C).
  31. Fichtner, Jan & Heemskerk, Eelke & Petry, Johannes, 2021. "The new gatekeepers of financial claims: States, passive markets, and the growing power of index providers," SocArXiv x45j3, Center for Open Science.
  32. Anja Vinzelberg & Benjamin R. Auer, 2022. "Unprofitability of food market investments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(7), pages 2887-2910, October.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.