When passive funds affect prices : evidence from volatility and commodity ETFs
Year of publication: |
2024
|
---|---|
Authors: | Todorov, Karamfil |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 28.2024, 3, p. 831-863
|
Subject: | ETF | leverage | VIX | futures | commodities | Volatilität | Volatility | Indexderivat | Index derivative | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market |
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