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~isPartOf:"Pacific-Basin finance journal"
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Search: subject_exact:"ETF (Exchange Traded Fund)"
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Index derivative
11
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5
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Pacific-Basin finance journal
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
16
The review of financial studies
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Financial services review : the journal of individual financial management
15
Applied economics
13
Journal of banking & finance
13
The journal of asset management
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Applied economics letters
12
NBER working paper series
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Global finance journal
10
International review of economics & finance : IREF
10
Journal of investment management : JOIM
10
Managerial finance
10
The journal of alternative investments
10
The journal of beta investment strategies
10
Working paper / National Bureau of Economic Research, Inc.
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
7
Econometric Institute research papers
7
Energy economics
7
European financial management : the journal of the European Financial Management Association
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Journal of financial economics
7
The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
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Bloomberg financial series
6
Discussion paper / Centre for Economic Policy Research
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Message traffic restrictions and relative pricing efficiency : evidence from index futures contracts and exchange-traded funds
Lepone, Andrew
;
Wen, Jun
;
Yang, Jin Young
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 366-375
Persistent link: https://www.econbiz.de/10012035198
Saved in:
10
The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
Saved in:
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