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~person:"Chen, Jo-hui"
~person:"Dheeriya, Prakash L."
~subject:"Volatility"
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Index derivative
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5
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4
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Chen, Jo-hui
Dheeriya, Prakash L.
McAleer, Michael
15
Chang, Chia-Lin
14
Fusari, Nicola
5
Hsieh, Tai-Lin
5
Leung, Tim
5
Todorov, Viktor
5
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3
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3
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3
Hassan, M. Kabir
3
Ivanov, Stoyu I.
3
Jacobs, Kris
3
Li, Mingsheng
3
Rompotis, Gerasimos G.
3
Todorov, Karamfil
3
Wang, Chien-Hsun
3
Yin, Xiangkang
3
Zhang, Jin E.
3
Zhao, Xin
3
Andersen, Torben G.
2
Avellaneda, Marco
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2
Bond, Shaun A.
2
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2
Chan, Wing Hong
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2
Christoffersen, Peter F.
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Theoretical economics letters
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Investment management and financial innovations
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Review of economics & finance
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1
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
Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.
;
Rezayat, Fahimeh
;
Yavas, Burhan F.
- In:
Review of economics & finance
(
2014
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10010353498
Saved in:
5
Can market volatilities ripple across nations? : an investigation using exchange traded funds
Rezayat, Fahimeh
;
Yavas, Burhan F.
;
Dheeriya, Prakash L.
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 8-14
Persistent link: https://www.econbiz.de/10009579433
Saved in:
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