6,591
Views
5
CrossRef citations to date
0
Altmetric
Articles

The Dynamics of ETF Fees

, &

References

  • Barber, B.M., and D. Loeffler. 1993. “The ‘Dartboard’ Column: Second-Hand Information and Price Pressure.” Journal of Financial and Quantitative Analysis, vol. 28, no. 2: 273–84 https://doi.org/10.2307/2331290.
  • Boldin, M., and G. Cici. 2010. “The Index Fund Rationality Paradox.” Journal of Banking & Finance, vol. 34, no. 1: 33–43 https://doi.org/10.1016/j.jbankfin.2009.06.018.
  • Box, T., R.L. Davis, and K.P. Fuller. 2019. “ETF Competition and Market Quality.” Financial Management, vol. 48, no. 3: 873–916 https://doi.org/10.1111/fima.12246.
  • Cooper, M.J., M. Halling, and W. Yang. 2016. “The Mutual Fund Fee Puzzle.” Working paper.
  • Fang, L., and J. Peress. 2009. “Media Coverage and the Cross-Section of Stock Returns.” Journal of Finance, vol. 64, no. 5: 2023–52 https://doi.org/10.1111/j.1540-6261.2009.01493.x.
  • Peress, J.. 2014. “The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes.” Journal of Finance, vol. 69, no. 5: 2007–43 https://doi.org/10.1111/jofi.12179.
  • Tetlock, P.C.. 2007. “Giving Content to Investor Sentiment: The Role of Media in the Stock Market.” Journal of Finance, vol. 62, no. 3: 1139–68 https://doi.org/10.1111/j.1540-6261.2007.01232.x.
  • Tetlock, P.C.. 2011. “All the News That’s Fit to Reprint: Do Investors React to Stale Information?” Review of Financial Studies, vol. 24, no. 5: 1481–512 https://doi.org/10.1093/rfs/hhq141.
  • Tetlock, P.C., M. Saar-Tsechansky, and S. Macskassy. 2008. “More Than Words: Quantifying Language to Measure Firms’ Fundamentals.” Journal of Finance, vol. 63, no. 3: 1437–67 https://doi.org/10.1111/j.1540-6261.2008.01362.x.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.