1. Index funds are those with 'index_f und_f lag of 'D or 'E and those that include a range of words in their name: 1. Generic and index provider names: index, indx, ' idx ', s&p, ' sp ' (with spaces), nasdaq, msci, crsp, ftse, barclays, ' dj ', ' dow ', jones, russell;Our sample of passive funds consists of index funds and ETFs available on CRSP,1000
2. ETFs are those with not missing 'et_f lag or having etf , 'exchange ? traded , 'exchangetraded in their name: 1. Passive management names: spdr, trackers, holdrs, powershares, streettracks, etf, exchange traded, exchange-traded Target funds are those with target years in the name;Passive management names: ishares, ' dfa,2005