The Impact of Exchange-Traded Fund Index Inclusion on Stock Prices

B-Tier

Journal: Management Science

Year: 2025

Volume: 71

Issue: 1

Pages: 21-34

Authors (4)

John Duffy (University of California-Irvin...) Daniel Friedman (not in RePEc) Jean Paul Rabanal (not in RePEc) Olga A. Rud (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count