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~accessRights:"restricted"
~language:"eng"
~subject:"Capital income"
~subject:"Theorie"
~subject:"United States"
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Index derivative
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Indexderivat
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163
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1
Spillover and leverage effect in Smart Beta Exchange Traded Funds : evidence from India
Vijaya, C.
;
Thenmozhi, M.
- In:
Decision : official journal of Indian Institute of …
51
(
2024
)
1
,
pp. 105-122
Persistent link: https://www.econbiz.de/10014566032
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2
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
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3
Machine learning method for return direction forecast of Exchange Traded Funds (ETFs) using classifcation and regression models
Paulo Beal Piovezan, Raphael
;
Andrade Júnior, Pedro …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1827-1852
Persistent link: https://www.econbiz.de/10014549448
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4
Returns behavior of ESG ETFs in the COVID-19 market crash : are green funds more resilient?
ElBannan, Mona A.
- In:
The journal of corporate accounting & finance
35
(
2024
)
2
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014535576
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5
Arbitrage opportunities in the EU stock markets at the open based on previous-day US-domiciled international ETFs
Wallace, Damien
;
Kalev, Petko S.
- In:
The journal of beta investment strategies
15
(
2024
)
2
,
pp. 23-32
Persistent link: https://www.econbiz.de/10014537231
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6
Diversified emerging market exchange-traded funds and the search for positive alpha
Malhotra, Davinder Kumar
;
Napoleon, Gianna
- In:
The journal of beta investment strategies
15
(
2024
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10014537233
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7
The performance of commodity ETFs in the United States
Rompotis, Gerasimos
- In:
The journal of beta investment strategies
15
(
2024
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10014537243
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8
Do European ETFs trading in the United States help investors diversify?
Kanuri, Srinidhi
;
Malm, James
- In:
The journal of beta investment strategies
15
(
2024
)
2
,
pp. 74-84
Persistent link: https://www.econbiz.de/10014537249
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9
Analyzing the performance and diversification benefits of healthcare exchange traded funds
Malhotra, Davinder Kumar
;
Marino, Michael
- In:
The journal of beta investment strategies
15
(
2024
)
2
,
pp. 85-102
Persistent link: https://www.econbiz.de/10014537260
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10
Optimal inference for spot regressions
Bollerslev, Tim
;
Li, Jia
;
Ren, Yuexuan
- In:
American economic review
114
(
2024
)
3
,
pp. 678-708
Persistent link: https://www.econbiz.de/10014484107
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