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Replication Data for Do Index Funds Monitor?

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DataONE2021-02-19 更新2024-06-08 收录
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This Stata dofile and the accompanying data files reproduce all figures and tables in \"Do Index Funds Monitor?\" by Heath, Macciocchi, Michaely, Ringgenberg (RFS 2021). The data used in the paper may not be shared publicly. To protect this private data, we have replaced firm identifiers from all data providers with anonymized firm ids, which are consistent throughout the data.
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2023-11-19
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