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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of banking & finance"
~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
31
Investment Fund
10
Investmentfonds
10
Volatility
9
Volatilität
9
Aktienindex
8
Capital income
8
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Chang, Chia-Lin
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Econometric Institute research papers
Journal of banking & finance
Journal of financial economics
Review of quantitative finance and accounting
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
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
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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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The journal of asset management
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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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International review of economics & finance : IREF
10
Journal of investment management : JOIM
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Managerial finance
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The journal of alternative investments
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The journal of beta investment strategies
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Working paper / National Bureau of Economic Research, Inc.
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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
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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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Discussion paper / Centre for Economic Policy Research
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
31
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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
The shift from active to passive and its effect on intraday stock dynamics
De Rossi, Giuliano
;
Steliaros, Michael
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013531060
Saved in:
4
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:
5
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:
6
Blessing or curse? Institutional investment in leveraged ETFs
DeVault, Luke
;
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822207
Saved in:
7
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:
8
The market impact of predictable flows : evidence from leveraged VIX products
Brøgger, Søren Bundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256629
Saved in:
9
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:
10
What drives the market for exchange-traded notes?
Rakowski, David
;
Shirley, Sara
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012221059
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