Do leveraged ETFs really amplify late-day returns and volatility?
Year of publication: |
2018
|
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Authors: | Ivanov, Ivan T. ; Lenkey, Stephen L. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 41.2018, p. 36-56
|
Subject: | Capital flows | Late-day returns | Leveraged ETFs | Volatility | Volatilität | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Kapitalmobilität | Capital mobility | Kapitalstruktur | Capital structure | Welt | World |
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