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Index derivative
5
Indexderivat
5
Aktienindex
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Capital income
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Exchange-traded funds
3
Investment Fund
3
Investmentfonds
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Kapitaleinkommen
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Exchange-traded funds (ETFs)
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Börsenkurs
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Competition
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Corporate bonds
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ETFs
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Liquidity traders
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Da, Zhi
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Dannhauser, Caitlin D.
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Evans, Richard
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Journal of financial economics
Economics Papers from University Paris Dauphine
11
Applied economics
7
Journal of Risk and Financial Management
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
Global finance journal
6
International review of financial analysis
6
International Journal of Financial Studies : open access journal
5
Studies in economics and finance
5
Finance a úvěr
4
Financial services review : the journal of individual financial management
4
International Journal of Financial Studies
4
Journal of banking & finance
4
Managerial Finance
4
The journal of asset management
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of portfolio management : JPM
4
ADBI Working Paper
3
Cogent economics & finance
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Discussion paper / Tinbergen Institute
3
Discussion papers / CEPR
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Economic modelling
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Energy economics
3
European financial management : the journal of the European Financial Management Association
3
Finance
3
Financial Markets and Portfolio Management
3
International journal of finance & economics : IJFE
3
International journal of financial services management : IJFSM
3
Journal of sustainable finance & investment
3
Managerial finance
3
Pacific-Basin finance journal
3
Research paper series / Swiss Finance Institute
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of investing : JOI
3
The journal of investment strategies
3
Tinbergen Institute Discussion Paper
3
Working papers / ADB Institute
3
African journal of business and economic research : AJBER
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ECONIS (ZBW)
5
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1
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:
2
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:
3
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
4
The impact of innovation : evidence from corporate bond
exchange-traded
funds
(ETFs)
Dannhauser, Caitlin D.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10011751861
Saved in:
5
Indexing and active fund management : international evidence
Cremers, Martijn
;
Ferreira, Miguel A.
;
Matos, Pedro
; …
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 539-560
Persistent link: https://www.econbiz.de/10011590253
Saved in:
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