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Chabakauri, Georgy and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X
Chabakauri, Georgy and Rytchkov, Oleg (2014) Asset pricing with index investing. Working papers. Social Science Research Network (SSRN), Rochester, USA.
Makarov, Igor and Rytchkov, Oleg (2012) Forecasting the forecasts of others: implications for asset pricing. Journal of Economic Theory, 147 (3). pp. 941-966. ISSN 1095-7235