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~accessRights:"restricted"
~person:"Kunjal, Damien"
~person:"Saha, Kunal"
~person:"Zhang, Jin E."
~subject:"Index derivative"
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Index derivative
Indexderivat
9
Investment Fund
4
Investmentfonds
4
Volatility
4
Volatilität
4
Option trading
3
Optionsgeschäft
3
South Africa
3
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9
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Kunjal, Damien
Saha, Kunal
Zhang, Jin E.
Marszk, Adam
7
Ben-David, Itzhak
6
Lechman, Ewa
6
Rompotis, Gerasimos G.
6
Xu, Liao
6
Chen, Mei-Ping
5
Franzoni, Francesco
5
Lee, Chien-chiang
5
Moussawi, Rabih
5
Sethi, Aakanksha
5
Chen, Jo-hui
4
Ivanov, Stoyu I.
4
Kaur, Prabhdeep
4
Malhotra, Davinder Kumar
4
Peerbhai, Faeezah
4
Singh, Jaspal
4
Banerjee, Ameet Kumar
3
Bouri, Elie
3
Chandrashekhar, G. R.
3
Chu, Patrick Kuok-Kun
3
El Kalak, Izidin
3
Goodell, John W.
3
Huang, Shiyang
3
Lachance, Marie-Eve
3
Leung, Tim
3
Madhavan, Vinodh
3
Marshall, Ben R.
3
Miu, Peter
3
Nguyen, Nhut
3
Schmukler, Sergio L.
3
Sherrill, D. Eli
3
Shirley, Sara E.
3
Stark, Jeffrey R.
3
Thenmozhi, M.
3
Tripathi, Vanita
3
Tse, Yiuman
3
Visaltanachoti, Nuttawat
3
Yin, Xiangkang
3
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African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance
1
Applied economics
1
Applied economics letters
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Pacific-Basin finance journal
1
Risk management : an international journal
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
9
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1
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
2
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
3
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
4
Effect of COVID-19 on ETF and index efficiency : evidence from an entropy-based analysis
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Journal of economics and finance : JEF
46
(
2022
)
2
,
pp. 347-359
Persistent link: https://www.econbiz.de/10013190560
Saved in:
5
Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market : a GARCH-MIDAS approach
Kunjal, Damien
;
Peerbhai, Faeezah
;
Muzindutsi, Paul-Francois
- In:
Risk management : an international journal
24
(
2022
)
3
,
pp. 236-258
Persistent link: https://www.econbiz.de/10013387589
Saved in:
6
Relative efficiency of equity ETFs : an adaptive market hypothesis perspective
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1202-1207
Persistent link: https://www.econbiz.de/10012589993
Saved in:
7
The performance of South African exchange traded funds under changing market conditions
Kunjal, Damien
;
Peerbhai, Faeezah
;
Muzindutsi, Paul-Francois
- In:
The journal of asset management : a major new, …
22
(
2021
)
5
,
pp. 350-359
Persistent link: https://www.econbiz.de/10012614831
Saved in:
8
Investor herding during COVID-19 : evidence from the South African Exchange Traded Fund market
Kunjal, Damien
;
Peerbhai, Faeezah
- In:
African review of economics and finance : AREF : the …
13
(
2021
)
2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012795078
Saved in:
9
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
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