Can shorting leveraged exchange-traded fund pairs be a profitable trade?
George Tsalikis and Simeon Papadopoulos
| Year of publication: |
2019
|
|---|---|
| Authors: | Tsalikis, George ; Papadopoulos, Simeon |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 8.2019, 2, p. 69-88
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| Subject: | leveraged exchange-traded funds (ETFs) | volatility | compouding effect | price deviations | pair trading | short selling | Indexderivat | Index derivative | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Leerverkauf | Short selling | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2019.110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012140132