The Impact of Exchange-Traded Fund Index Inclusion on Stock Prices
- John Duffy ,
John Duffy
[email protected]https://orcid.org/0000-0002-7660-2281
Department of Economics, University of California, Irvine, Irvine, California 92697;Institute of Social and Economic Research, Osaka University, Osaka 567-0047, Japan;
- Daniel Friedman ,
Daniel Friedman
[email protected]https://orcid.org/0000-0002-0038-7597
Department of Economics, University of California, Santa Cruz, Santa Cruz, California 95064;Department of Economics, University of Essex, Colchester CO4 3SQ, United Kingdom;
- Jean Paul Rabanal ,
Corresponding Author
Jean Paul Rabanal
[email protected]https://orcid.org/0000-0001-9542-2967
Department of Economics and Finance, University of Stavanger, 4021 Stavanger, Norway
- Olga A. Rud
Olga A. Rud
[email protected]https://orcid.org/0000-0001-7831-0410
Department of Economics and Finance, University of Stavanger, 4021 Stavanger, Norway
John Duffy
[email protected]https://orcid.org/0000-0002-7660-2281
Department of Economics, University of California, Irvine, Irvine, California 92697;Institute of Social and Economic Research, Osaka University, Osaka 567-0047, Japan;
Daniel Friedman
[email protected]https://orcid.org/0000-0002-0038-7597
Department of Economics, University of California, Santa Cruz, Santa Cruz, California 95064;Department of Economics, University of Essex, Colchester CO4 3SQ, United Kingdom;
Corresponding Author
Jean Paul Rabanal
[email protected]https://orcid.org/0000-0001-9542-2967
Department of Economics and Finance, University of Stavanger, 4021 Stavanger, Norway
Olga A. Rud
[email protected]https://orcid.org/0000-0001-7831-0410
Department of Economics and Finance, University of Stavanger, 4021 Stavanger, Norway
Supplemental Material
The replication files for this article are available HERE.
