Corpus ID: 16998792

The index premium and its hidden cost for index funds ☆

@inproceedings{Stern2011TheIP,
  title={The index premium and its hidden cost for index funds ☆},
  author={Nyu Stern},
  year={2011}
}
☆ This paper is a revised version of Chapter 1 of my d Spiegel, Dimitri Vayanos, Tuomo Vuolteenaho, and Jia grateful to Frank Russell Co. for providing data for this paper was previously entitled “The Index Premium an E-mail address: antti.petajisto@stern.nyu.edu. URL: http://www.petajisto.net/. 1 For example, Shleifer (1986), Holthausen et al. (1 (1997), Kaul et al. (2000), Wurgler and Zhuravskaya stocks tend to deviate further from their fundamental 
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