Identification Using Russell 1000/2000 Index Assignments: A Discussion of Methodologies
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instrumental estimation
regression discontinuity
Russell indexes
Finance and Financial Management
regression discontinuity
Russell indexes
Finance and Financial Management
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Abstract
This paper discusses tradeoffs of various empirical methods used in recent papers that rely on Russell 1000/2000 index assignments for identification. The paper also addresses why different approaches to this identification appear to reach different conclusions about the effect of index assignment on firm’s ownership structure and corporate policies.
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2016-03-29