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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~subject:"Indexderivat"
~subject:"Investment Fund"
~subject:"Stock market"
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Indexderivat
Investment Fund
Stock market
Index derivative
7
Aktienindex
4
Liquidity
4
Stock index
4
Capital income
3
Exchange-traded funds
3
Investmentfonds
3
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Arbitrage
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Behavioural finance
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An, Yu
1
Bae, Kyounghun
1
Baltussen, Guido
1
Bekkum, Sjoerd van
1
Benetton, Matteo
1
Bessembinder, Hendrik
1
Box, Travis
1
Carrion, Allen
1
Cremers, Martijn
1
Da, Zhi
1
Dannhauser, Caitlin D.
1
Davis, Ryan
1
Evans, Richard
1
Ferreira, Miguel A.
1
Kim, Daejin
1
Lynch, Andrew
1
Matos, Pedro
1
Song, Yang
1
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1
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1
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1
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Journal of financial economics
International review of financial analysis
14
Finance research letters
13
Applied economics
12
The review of financial studies
11
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
9
Applied economics letters
8
Global finance journal
8
International review of economics & finance : IREF
8
Journal of banking & finance
8
Pacific-Basin finance journal
8
Energy economics
7
The journal of beta investment strategies
7
Discussion paper / Centre for Economic Policy Research
6
Journal of financial markets
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
Discussion papers / CEPR
4
Economic modelling
4
Investment management and financial innovations
4
Journal of financial and quantitative analysis : JFQA
4
Research in international business and finance
4
Review of asset pricing studies : RAPS
4
SpringerLink / Bücher
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of investing : JOI
4
The journal of investment strategies
4
Theoretical economics letters
4
Working paper / National Bureau of Economic Research, Inc.
4
Emerging markets, finance and trade : EMFT
3
Journal of mathematical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Managerial finance
3
Studies in economics and finance
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of asset management
3
The journal of index investing : ETFs, ETPs, & indexing
3
The journal of portfolio management : JPM
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ECONIS (ZBW)
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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:
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