Recovering Investor Expectations from Demand for Index Funds

DOI10.1093/RESTUD/RDAB086zbMath1505.91365OpenAlexW4206393319MaRDI QIDQ5051537

Alexander MacKay, Mark Egan, Hanbin Yang

Publication date: 23 November 2022

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdab086

zbMATH Keywords

demand estimationstock market expectationsexchange-traded funds (ETFs)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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