Publications

Fall 2014
Article

Seesaws and Social Security Benefits Indexing

By: Matthew Weinzierl

The price indexation of Social Security benefit payments has emerged in recent years as a flashpoint of debate in the United States. I characterize the direct effects that changes in that price index would have on retirees who differ in their initial wealth at... View Details

Keywords: Retirement; Compensation and Benefits; United States

2024
White Paper

The British Opportunity Index

By: Matthew Sigelman, Joseph B. Fuller, Mariano Mamertino and Shrinidhi Rao

Keywords: Personal Development and Career; Talent and Talent Management; Employees

05 Dec 2014
Working Paper Summaries

Seesaws and Social Security Benefits Indexing

Keywords: by Matthew Weinzierl

November 1992 (Revised December 1994)
Case

BEA Associates: Enhanced Equity Index Funds

By: Andre F. Perold

BEA's enhanced index fund product uses derivatives and cash market securities to find the most efficient way to "track an index." The considerations involve transaction costs, custodial fees, withholding taxes on dividends, and fees from securities lending. In this... View Details

Keywords: Credit Derivatives and Swaps; Investment Portfolio; Management; Investment Banking; Competitive Advantage; Cost Management

Educators

Purchase

20 Jun 2017
News

Bank Relationships and Index Rules

11 Oct 2006
Research & Ideas

U.S. Tops Business Competitiveness Index 2006

overall competitiveness, the report identifies national competitive strengths and weaknesses, highlights global economic trends, and signals the ingredients of successful economic development. The Index is part of the research... View Details

Keywords: by Sean Silverthorne

07 Dec 2017
News

Can Index Funds Be a Force for Sustainable Capitalism?

June 1991
Supplement

Global Marketing Management, Video Index

By: John A. Quelch

June 1987
Supplement

Sales Promotion Management, Video Index

By: John A. Quelch

2024
Working Paper

Primary Capital Market Transactions and Index Funds

By: Marco Sammon and Chris Murray

We document the effects of mechanical buying by CRSP-index-tracking funds on post-IPO returns and IPO deal structure. Leveraging a difference-in-differences-style design built on a 2017 CRSP rule change, we find that expected index fund demand leads fast track IPOs to... View Details

Keywords: Investment Funds; Initial Public Offering; Investment Return; Price; Market Transactions; Financial Markets

SSRN

07 Sep 2017
News

Japan’s ‘Quality’ Index Drives Investor Returns, Study Finds

Fast Answer

Total returns: stocks, bonds, & indexes

Where do I find data on total returns for stocks, bonds, and indexes? Global Financial Data : has total return indices for bills, bonds and stocks, as well as individual index returns. Login anonymously. Click on GFDatabase. In the... View Details

17 May 2008
News

Passions Run High on Indexing

Awards

Vanity Fair Future Innovators Index

By: Himabindu Lakkaraju

Named as one of the Top Innovators to Watch by Vanity Fair in 2019. View Details

Article

Recovering Investor Expectations from Demand for Index Funds

By: Mark Egan, Alexander J. MacKay and Hanbin Yang

We use a revealed-preference approach to estimate investor expectations of stock market returns. Using data on demand for index funds that follow the S&P 500, we develop and estimate a model of investor choice to flexibly recover the time-varying distribution of... View Details

Keywords: Stock Market Expectations; Demand Estimation; Exchange-traded Funds (ETFs); Demand and Consumers; Investment

2021
Working Paper

Recovering Investor Expectations from Demand for Index Funds

By: Mark Egan, Alexander J. MacKay and Hanbin Yang

We use a revealed-preference approach to estimate investor expectations of stock market returns. Using data on demand for index funds that follow the S&P 500, we develop and estimate a model of investor choice to flexibly recover the time-varying distribution of... View Details

Keywords: Stock Market Expectations; Demand Estimation; Exchange-traded Funds (ETFs); Demand and Consumers; Investment; United States

SSRN

2005
Working Paper

Sovereign Debt: Indexation and Maturity

By: Laura Alfaro and Fabio Kanczuk