Browsing by Author "Frino, Alex"

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Browsing by Author "Frino, Alex"

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  • Frino, Alex; Gallagher, David; Oetomo, Teddy (Elsevier, 2006)
    Previous research examining the price impact of institutional trading concludes that index funds incur higher liquidity costs due to the higher demand for trading immediacy. However, this conclusion has only been inferred ...
  • Frino, Alex; Gallagher, David; Neubert, Albert; Oetomo, Teddy (Institutional Investor, 2004)
    Index funds aim to deliver the returns and the risk of an underlying benchmark index. Researchers focus on four exogenous determinants, revisions in S&P 500 index composition, share issuances, share repurchases, and ...
  • Frino, Alex; Gallagher, David; Oetomo, Teddy (Financial Services Institute of Australasia, 2005)
    The growth in passive investment management has been significant over the last decade. Total assets benchmarked to the S&P SOO index exceed US$I trillion, and a similar experience of investors embracing indexing ...
  • Frino, Alex; Gallagher, David; Oetomo, Teddy (Australian Graduate School of Management, 2005)
    This study represents the first empirical examination of the daily trading and portfolio configuration strategies of index and enhanced index equity funds. We document that passive funds benefit from employing less rigid ...