Essays in Passive Investing and Asset Pricing
This dissertation studies topics in Passive Investing and Asset Pricing. The first chapter, "When do flows matter for asset prices: Evidence from adoption of ETF creation in Israel," focuses on the effect of capital allocation to passive investments on asset prices. We study a 2012 reform...
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| Language: | English |
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2021
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| Online Access: | https://doi.org/10.7916/d8-s45j-7b26 |