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~isPartOf:"Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Indexderivat"
~subject:"Share price"
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Search: subject_exact:"Index derivative"
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Indexderivat
Share price
Index derivative
38
Commodity speculation
20
Rohstoffspekulation
20
Indexfonds
17
Commodity derivative
15
Rohstoffderivat
15
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12
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Chang, Chia-Lin
7
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3
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2
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1
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1
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Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
Econometric Institute research papers
Journal of financial economics
Review of quantitative finance and accounting
International review of financial analysis
20
The journal of investing
20
The journal of trading
18
Finance research letters
16
The journal of futures markets
16
The review of financial studies
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Financial services review : the journal of individual financial management
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Applied economics
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Journal of banking & finance
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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10
NBER Working Paper
9
Investment management and financial innovations
8
Journal of financial markets
8
Research paper series / Swiss Finance Institute
8
The journal of portfolio management : a publication of Institutional Investor
8
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Energy economics
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European financial management : the journal of the European Financial Management Association
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The financial review : the official publication of the Eastern Finance Association
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Applied financial economics
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Bloomberg financial series
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
38
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1
Index providers : whales behind the scenes of ETFs
An, Yu
;
Benetton, Matteo
;
Song, Yang
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 407-433
Persistent link: https://www.econbiz.de/10014420529
Saved in:
2
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
3
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
4
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
5
Intraday arbitrage between ETFs and their underlying portfolios
Box, Travis
;
Davis, Ryan
;
Evans, Richard
;
Lynch, Andrew
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012873154
Saved in:
6
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
7
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Bae, Kyounghun
;
Kim, Daejin
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 222-253
Persistent link: https://www.econbiz.de/10012631970
Saved in:
8
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
9
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
10
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
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