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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Indexderivat"
~subject:"Investment Fund"
~subject:"Stock market"
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Search: subject_exact:"Indexderivat"
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Indexderivat
Investment Fund
Stock market
Index derivative
11
Capital income
5
Kapitaleinkommen
5
Aktienindex
4
Börsenkurs
4
Liquidity
4
Portfolio selection
4
Portfolio-Management
4
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3
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ETFs
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1993-2012
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An, Yu
1
Andersen, Torben
1
Bae, Kyounghun
1
Baltussen, Guido
1
Bekkum, Sjoerd van
1
Ben-David, Itzhak
1
Benetton, Matteo
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Fusari, Nicola
1
Hamilton, James D.
1
Kim, Daejin
1
Lynch, Andrew
1
Matos, Pedro
1
Moussawi, Rabih
1
Pedersen, Lasse Heje
1
Song, Yang
1
Starks, Laura T.
1
Todorov, Viktor
1
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
16
International review of financial analysis
15
Applied economics
12
The review of financial studies
11
Pacific-Basin finance journal
10
The journal of beta investment strategies
10
The journal of futures markets
10
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Global finance journal
8
Journal of banking & finance
8
Energy economics
7
Discussion paper / Centre for Economic Policy Research
6
Journal of financial markets
6
The journal of investing : JOI
6
Journal of international financial markets, institutions & money
5
Review of finance : journal of the European Finance Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
Economic modelling
4
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4
Journal of financial and quantitative analysis : JFQA
4
Research in international business and finance
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Theoretical economics letters
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Emerging markets, finance and trade : EMFT
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Financial analysts journal : FAJ
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Studies in economics and finance
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ECONIS (ZBW)
11
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1
Index providers : whales behind the scenes of ETFs
An, Yu
;
Benetton, Matteo
;
Song, Yang
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 407-433
Persistent link: https://www.econbiz.de/10014420529
Saved in:
2
Intraday arbitrage between ETFs and their underlying portfolios
Box, Travis
;
Davis, Ryan
;
Evans, Richard
;
Lynch, Andrew
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012873154
Saved in:
3
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun
;
Kim, Daejin
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 222-253
Persistent link: https://www.econbiz.de/10012631970
Saved in:
4
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
5
The impact of innovation : evidence from corporate bond exchange-traded funds (ETFs)
Dannhauser, Caitlin D.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10011751861
Saved in:
6
Indexing and active fund management : international evidence
Cremers, Martijn
;
Ferreira, Miguel A.
;
Matos, Pedro
; …
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 539-560
Persistent link: https://www.econbiz.de/10011590253
Saved in:
7
Liquidity, resiliency and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik
;
Carrion, Allen
;
Tuttle, Laura
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Saved in:
8
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
9
Do ETFs increase volatility?
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2014
Persistent link: https://www.econbiz.de/10010360081
Saved in:
10
Effects of index-fund investing on commodity futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010254330
Saved in:
1
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