This study examine the hypothesis that the popularity of indexing to the S&P 500 had a self-fulfilling
effect of inflating the prices of the stocks in the index during the 1990s. It is …

INFORMATION TO USERS Page 1 INFORMATION TO USERS This manuscript has been
reproduced from the microfilm master. UMI films the text directly from the original or copy …

In 2003, a total of 40 articles and 538 pages covered a broad spectrum of topics as shown in
Table 1, with a breakdown by the Journal of Economic Literature topic area code. This year, …

The band Third Eye Blind recently completed a tour, selling tickets exclusively on eBay. Many
tickets were bundled with either VIP passes or autographed posters. These data are used …

… Burton Malkiel and Aleksander Radisich took another look at the claim that indexing
influences security prices.23 Their study, "The Growth of Index Funds and the Pricing of Equity …

This paper analyzes the effect on a company's stock price when it is added to the S&P 500
Index. A simple theoretical model is developed to show how trading effects and changes to …

This document presents three essays in both corporate governance and financial markets.
The second chapter explores the relationship between indexing and value premium of the …

When will the market reach “peak passive”? This paper reviews the literature on the relationship
between index-based investing and market efficiency to shed light on the prospects for …

We analyze HOLDRs, a variation on exchange-traded funds. After exploring HOLDRs’ potential
market-spanning qualities, we provide basic descriptive data for the seventeen HOLDRs …

Since its beginnings in the early 1970s, indexing as an investment strategy has grown
tremendously, to the point that according to data from Morningstar, assets in US-domiciled index …