Stock Market Indexing

From Bogleheads

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Contents 1 Total Market Indexes 2 Style Indexes 3 Sector Indexes 4 International Indexes 5 Major Index Providers 6 See also 7 Links 7.1 Academic Papers

Total Market Indexes

Style Indexes

Sector Indexes

International Indexes

Major Index Providers

• Dow Jones Indexes
• Russell Indexes
• Standard & Poors
• FTSE
• MSCI
• Morningstar
• Wilshire

See also

• Alternate Indexes
• Vanguard US Stock Index Funds
• Vanguard Tax-Managed Funds
• Exchange Traded Funds
• Vanguard ETF Info

Links

• The Case for Indexing Vanguard Investment Counseling & Research
• Myths and Misconceptions About Indexing Vanguard Investment Counseling & Research (2003)
• Three Challenges Of Investing: Active Management, Market Efficiency, and Selecting Managers John Bogle, AXA Rosenberg Group

Client Conference, Boston, Massachusetts October 21, 2001

• The Arithmetic of Active Management William F. Sharpe, Reprinted with permission from The Financial Analysts' Journal Vol. 47, No. 1, January/February 1991. pp. 7-9 Copyright, 1991
• Indexed Investing: A Prosaic Way to Beat the Average Investor William F. Sharpe, Presented at the Spring President's Forum,

Monterey Institute of International Studies, May 1, 2002

Academic Papers

• Cai, Jie and Houge, Todd, "Index Rebalancing and Long-Term Portfolio Performance" (March 2007). Available at SSRN: http://ssrn.com/abstract=970839
• Elton, Edwin J., Busse, Jeffrey A. and Gruber, Martin J., "Are Investors Rational? Choices Among Index Funds" (June 2002). NYU Working Paper Available at SSRN: http://ssrn.com/abstract=340482 or DOI: 10.2139/ssrn.10.2139/ssrn.340482
• French, Kenneth R., "The Cost of Active Investing" (April 9, 2008). Available at SSRN: http://ssrn.com/abstract=1105775
• Haslem, John A., Baker, H. Kent and Smith, David M., "Are Retail S&P 500 Index Funds a Financial Commodity? Insights for Investors." Financial Services Review, Vol. 15, No. 2, 2006. Available at SSRN: http://ssrn.com/abstract=1144763
• Haslem, John A., Baker, H. Kent and Smith, David M.,"Performance and Characteristics of Retail S&P 500 Index Mutual Funds" (April 9, 2008). Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1144943
• Petajisto, Antti, "The Index Premium and its Hidden Cost for Index Funds" (August 18, 2008). Available at SSRN: http://ssrn.com/abstract=1235604