Stock market indexing

Major Index Providers

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

Links

 * Comparison of U.S. Equity Indexes Mornimgstar
 * 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