Published October 18, 2021
| Version v2
Software
Open
Replication package for: Recovering Investor Expectations from Demand for Index Funds
Authors/Creators
- 1. Harvard Business School, Harvard Business School, Harvard University
Description
Egan, Mark L., Alexander MacKay, and Hanbin Yang. "Recovering Investor Expectations from Demand for Index Funds." Review of Economic Studies, Forthcoming.
The package contains the programs that were used to generate all of the tables and figures in the paper. Please note that data come from third parties and cannot be shared directly.