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~isPartOf:"NBER Working Paper"
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Search: subject_exact:"Indexderivat"
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Index derivative
19
Indexderivat
19
Volatility
8
Volatilität
8
Investment Fund
7
Investmentfonds
7
China
5
Portfolio selection
5
Portfolio-Management
5
Aktienmarkt
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1
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1
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Investment management and financial innovations
NBER Working Paper
NBER working paper series
Pacific-Basin finance journal
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
15
Applied economics
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Journal of banking & finance
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The journal of asset management
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Applied economics letters
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Global finance journal
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Energy economics
7
European financial management : the journal of the European Financial Management Association
7
Journal of financial economics
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The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
6
Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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The journal of investing : JOI
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The journal of wealth management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
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International journal of economics and finance
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Research in international business and finance
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ECONIS (ZBW)
19
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1
Run risks of cash-redeemable ETFs
Leung, David Wing Yu
;
Wong, Joe Ho-Yeung
;
Fong, Tom
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014575236
Saved in:
2
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
3
ETF ownership and informational efficiency of underlying stocks : evidence from China
Wu, Weili
;
Zhu, Feifei
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463152
Saved in:
4
The reaction of Asian-Pacific investment company returns to U.S. equity returns
Benson, Earl D.
;
Kong, Sophie X.
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10012698219
Saved in:
5
Performance of Japanese leveraged ETFs
Miu, Peter
;
Yueh, Meng-Lan
;
Han, Jing
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013209731
Saved in:
6
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:
7
Diversification benefits of Shari'ah compliant equity ETFs in emerging markets
Gad, Samar
;
Andrikopoulos, Panagiotis
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 133-144
Persistent link: https://www.econbiz.de/10012133312
Saved in:
8
The low fee entry strategy and first mover advantage in the ETF market
Glambosky, Mina
;
Gleason, Kimberly
;
Lee, Chun
;
Murdock, …
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012122273
Saved in:
9
The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes
Xu, Liao
;
Yin, Xiangkang
;
Zhao, Jing
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012231054
Saved in:
10
Predicting the volatility of the iShares China Large-Cap ETF : what is the role of the SSE 50 ETF?
Zhu, Fangfei
;
Luo, Xingguo
;
Jin, Xuejun
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012170435
Saved in:
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