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~subject:"Arbitrage"
~subject:"Exchange traded funds"
~subject:"Securities trading"
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Indexderivat
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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
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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3
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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4
Financialization and commodity markets serial dependence
Da, Zhi
;
Tang, Ke
;
Tao, Yubo
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2122-2143
Persistent link: https://www.econbiz.de/10014519909
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5
ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Chen, Guanhua
;
Liu, Xiangli
;
Liu, Xiao
;
Zhao, Zhihua
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530776
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6
Performance implications of hedging with industry ETFs
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
Global finance journal
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014635917
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7
Factor models and investment strategies in the renewable energy sector
Miralles-Quirós, José Luis
;
Miralles-Quirós, María …
- In:
Energy economics
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015047687
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8
Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications
Lang, Chunlin
;
Hu, Yang
;
Corbet, Shaen
;
Goodell, John W.
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631118
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9
Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Day, Min-Yuh
;
Ni, Yensen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468853
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10
Liquidity spillover between ETFs and their constituents
Son, D. Pham
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 723-747
Persistent link: https://www.econbiz.de/10014474669
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