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~person:"Andersen, Torben"
~person:"Chen, Jo-hui"
~subject:"Capital income"
~subject:"Volatility"
~type:"article"
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Andersen, Torben
Chen, Jo-hui
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The spillover, risk and leverage effects of smart beta management exchange-traded fund (ETF)
Chen, Jo-hui
;
Edwards, Nicholas
- In:
Global economy journal : GEJ
21
(
2021
)
3
,
pp. 2150016-1-2150016-24
Persistent link: https://www.econbiz.de/10013174928
Saved in:
2
The performance of dividend ETFs : the study of the spillover and leverage effects
Chen, Jo-hui
;
Dang Trung Kien
- In:
Theoretical economics letters
9
(
2019
)
3
,
pp. 499-510
Persistent link: https://www.econbiz.de/10012395468
Saved in:
3
Testing leverage and spillover effects in precious metal ETFs
Chen, Jo-hui
;
Do Thi Van Trang
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 197-212
Persistent link: https://www.econbiz.de/10011822542
Saved in:
4
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
5
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
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