NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Index Investment and Financialization of Commodities

Ke Tang, Wei Xiong

NBER Working Paper No. 16385
Issued in September 2010

---- Acknowledgements -----

We wish to thank Nick Barberis, Alan Blinder, Markus Brunnermeier, Ing-Haw Cheng, Campbell Harvey, Zhiguo He, Han Hong, Alice Hsiaw, Ralph Koijen, Pete Kyle, Arvind Krishnamurthy, Tong Li, Burt Malkiel, Bob McDonald, Lin Peng, Geert Rouwenhorst, Mark Watson, Philip Yan, Moto Yogo, Jialin Yu, and seminar participants at Commodity Futures Trading Commissions, Duke/UNC Asset Pricing Conference, Federal Reserve Bank of San Francisco, Kellogg School, NBER Summer Institute Workshop on Capital Markets and the Economy, Princeton University, and University of Texas-Dallas for helpful discussion and comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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