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isPartOf:"Canadian journal of agricultural economics : CJAE"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Index derivative
26
Indexderivat
26
Capital income
8
Kapitaleinkommen
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USA
8
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8
Volatility
8
Volatilität
8
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Ben-David, Itzhak
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Franzoni, Francesco
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Canadian journal of agricultural economics : CJAE
Energy economics
Journal of financial markets
Working paper / National Bureau of Economic Research, Inc.
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The journal of investing
20
International review of financial analysis
19
The journal of trading
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The review of financial studies
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Financial services review : the journal of individual financial management
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Finance research letters
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The journal of futures markets
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Global finance journal
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Journal of investment management : JOIM
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Managerial finance
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The journal of alternative investments
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International review of economics & finance : IREF
9
NBER Working Paper
9
Pacific-Basin finance journal
9
Investment management and financial innovations
8
Research paper series / Swiss Finance Institute
8
The journal of portfolio management : a publication of Institutional Investor
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Econometric Institute research papers
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Journal of financial economics
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The financial review : the official publication of the Eastern Finance Association
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Applied financial economics
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Bloomberg financial series
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Discussion paper / Centre for Economic Policy Research
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European financial management : the journal of the European Financial Management Association
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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Schriftenreihe Finanzmanagement
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ECONIS (ZBW)
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1
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
2
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
3
The Bank of Japan's equity purchases and stock illiquidity
El Kalak, Izidin
;
Leung, Woon Sau
;
Takahashi, Hidenori
; …
- In:
Journal of financial markets
63
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014278627
Saved in:
4
ETF ownership and firm-specific information in corporate bond returns
Rhodes, Meredith E.
;
Mason, Joseph R.
- In:
Journal of financial markets
63
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014278631
Saved in:
5
Recovering investor expectations from demand for index funds
Egan, Mark L.
;
MacKay, Alexander
;
Yang, Hanbin
-
2020
Persistent link: https://www.econbiz.de/10012177001
Saved in:
6
Tracking biased weights : asset pricing implications of value-weighted indexing
Jiang, Hao
;
Vayanos, Dimitri
;
Lu, Zheng
-
2020
Persistent link: https://www.econbiz.de/10012426755
Saved in:
7
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
8
Index funds and the future of corporate governance : theory, evidence, and policy
Bebchuk, Lucian A.
;
Hirst, Scott
-
2019
Persistent link: https://www.econbiz.de/10012171802
Saved in:
9
Exchange traded funds 101 for economists
Lettau, Martin
;
Madhavan, Ananth Narayan
-
2018
Persistent link: https://www.econbiz.de/10011796699
Saved in:
10
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
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