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~subject:"Arbitrage"
~subject:"Exchange traded funds"
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Arbitrage
Exchange traded funds
Index derivative
402
Indexderivat
402
Investment Fund
172
Investmentfonds
172
Portfolio selection
101
Portfolio-Management
101
Capital income
93
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93
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90
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Ivanov, Stoyu I.
3
Bansal, Vipul K.
2
Ben-David, Itzhak
2
Da, Zhi
2
Franzoni, Francesco
2
Marshall, Ben R.
2
Marshall, John F.
2
Moussawi, Rabih
2
Nguyen, Nhut
2
Sethi, Aakanksha
2
Visaltanachoti, Nuttawat
2
Ahluwalia, Eshan
1
Alexander, Gordon J.
1
Andreu, Laura
1
Atilgan, Yigit
1
Auer, Benjamin R.
1
Baltussen, Guido
1
Bassiouny, Aliaa
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Elton, Edwin J.
1
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1
Frijns, Bart
1
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1
Fu, Yuan
1
Fulkerson, Jon A.
1
Gao, Ya
1
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International review of financial analysis
4
Applied economics
3
Finance research letters
3
Global finance journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of banking & finance
2
Journal of financial economics
2
Managerial finance
2
Pacific-Basin finance journal
2
Studies in economics and finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annual review of financial economics
1
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1
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1
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1
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1
Emerging markets review
1
Energy economics
1
Fisher College of Business working paper series
1
Global business review
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
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1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of risk finance : the convergence of financial products and insurance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific accounting review
1
Paradigm : the journal of Institute of Management Technology
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association
1
The journal of investing : JOI
1
The quarterly journal of finance
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ECONIS (ZBW)
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1
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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2
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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3
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
Saved in:
4
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs
Fu, Yuan
;
Jiang, Christine X.
- In:
The journal of financial research : the journal of the …
46
(
2023
)
4
,
pp. 1103-1140
Persistent link: https://www.econbiz.de/10014478062
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5
Cloning mutual fund returns
Auer, Benjamin R.
;
Schuhmacher, Frank
;
Niemann, Sebastian
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 31-37
Persistent link: https://www.econbiz.de/10014431851
Saved in:
6
ETF effects : the role of primary versus secondary market activities
Comerton-Forde, Carole
;
Marta, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014326262
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7
Autoregressive conditional duration models for high frequency financial data : an empirical study on mid cap exchange traded funds
Nunkoo, Houmera Bibi Sabera
;
Gonpot, Preethee Nunkoo
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10012798505
Saved in:
8
ETF arbitrage and daily cash flow
Fulkerson, Jon A.
;
Jordan, Susan D.
;
Travis, Denver H.
- In:
The journal of investing : JOI
31
(
2022
)
3
,
pp. 98-121
Persistent link: https://www.econbiz.de/10013175423
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9
Testing technical trading strategies on China's equity ETFs : a skewness perspective
Jin, Xiaoye
- In:
Emerging markets review
51
(
2022
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10013417282
Saved in:
10
Price discovery in emerging market ETFs
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
Applied economics
54
(
2022
)
47
,
pp. 5476-5496
Persistent link: https://www.econbiz.de/10013411228
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