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~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
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Search: subject_exact:"Indexderivat"
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Effizienzmarkthypothese
Estimation
Index derivative
6
Indexderivat
6
Anlageverhalten
3
Behavioural finance
3
Börsenkurs
3
Investment Fund
3
Investmentfonds
3
Share price
3
Comparison
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Vergleich
2
Alternative ETFs
1
Ankündigungseffekt
1
Announcement effect
1
Arbitrage
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Commodity market
1
Derivat
1
Derivative
1
ETF
1
ETF arbitrage
1
Efficient market hypothesis
1
Emotion
1
Estimation theory
1
Exchange Traded Fund
1
Exchange-Traded Funds
1
Hedge Fund Strategies
1
Hedge fund
1
Hedgefonds
1
Hedging
1
Index Investing
1
Informational efficiency
1
Informationseffizienz
1
Kapitaleinkommen
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Ensor, Katherine Bennett
1
Ginley, Matthew
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Glosten, Lawrence R.
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Huang, Shiyang
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Hwang, Byoung-Hyoun
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Lou, Dong
1
Nallareddy, Suresh
1
Scott, David W.
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Journal of mathematical finance
Management science : journal of the Institute for Operations Research and the Management Sciences
International review of financial analysis
4
Discussion paper / Centre for Economic Policy Research
3
The review of financial studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
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Applied economics letters
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Finance research letters
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Global finance journal
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International journal of economics and finance
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Theoretical economics letters
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
African journal of business and economic research : AJBER
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Asia Pacific financial markets
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Atlantic economic journal : AEJ
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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European journal of operational research : EJOR
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Financial markets and portfolio management
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Global business review
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Handbook of research on new challenges and global outlooks in financial risk management
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International journal of financial engineering
1
International journal of portfolio analysis and management : IJPAM
1
International review of finance
1
Journal of commodity markets
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Journal of economics and finance : JEF
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Journal of financial economics
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Managerial finance
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NBER working paper series
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Prague economic papers : a bimonthly journal of economic theory and policy
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ECONIS (ZBW)
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ETF activity and informational efficiency of underlying securities
Glosten, Lawrence R.
;
Nallareddy, Suresh
;
Zou, Yuan
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10012434369
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2
Offsetting disagreement and security prices
Huang, Shiyang
;
Hwang, Byoung-Hyoun
;
Lou, Dong
;
Yin, Chengxi
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
Saved in:
3
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
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