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~person:"Gunji, Hiroshi"
~person:"Ivanov, Stoyu I."
~source:"econis"
~subject:"ETF"
~subject:"Share price"
~subject:"Volatility"
~type:"article"
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Search: subject_exact:"Indexderivat"
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Gunji, Hiroshi
Ivanov, Stoyu I.
Rompotis, Gerasimos G.
5
Xu, Liao
5
Chang, Chia-Lin
4
Chen, Jo-hui
4
El Kalak, Izidin
4
Tse, Yiuman
4
Bouri, Elie
3
Krause, Timothy
3
Leung, Tim
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McAleer, Michael
3
McIver, Ron
3
Röder, Klaus
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Schmidhammer, Christoph
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Tosun, Onur Kemal
3
Tripathi, Vanita
3
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3
Zhao, Yang
3
Alexander, Carol
2
Andersen, Torben
2
Avellaneda, Marco
2
Basdekidou, Vasiliki A.
2
Bhojraj, Sanjeev
2
Chen, Mei-Ping
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Da, Zhi
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Dheeriya, Prakash L.
2
Fiordelisi, Franco
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Galloppo, Giuseppe
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Harada, Kimie
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2
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International journal of financial services management : IJFSM
4
Journal of economics and finance
2
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1
Asian economic journal : journal of the East Asian Economic Association
1
Global finance journal
1
International journal of bonds and derivatives
1
Journal of risk finance : the convergence of financial products and insurance
1
The international journal of business and finance research : IJBFR
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
The effect of the Bank of Japan's exchange-traded fund purchases on firm performance
Gunji, Hiroshi
;
Miura, Kazuki
;
Yuan, Yuan
- In:
Asian economic journal : journal of the East Asian …
37
(
2023
)
3
,
pp. 346-370
Persistent link: https://www.econbiz.de/10014442773
Saved in:
2
Did the bank of Japan's purchases of exchange-traded funds affect stock prices? : a synthetic control approach
Aono, Kohei
;
Gunji, Hiroshi
;
Nakata, Hayato
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1859-1863
Persistent link: https://www.econbiz.de/10013412319
Saved in:
3
Price discovery of one security traded in several markets around the world
Ivanov, Stoyu I.
;
Meshcheryakov, Artem
- In:
International journal of financial services management …
9
(
2018
)
1
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011875698
Saved in:
4
Analysis of ETF bid-ask spread components
Ivanov, Stoyu I.
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 249-259
Persistent link: https://www.econbiz.de/10011627536
Saved in:
5
Study of REIT ETF beta
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10011628415
Saved in:
6
An empirical examination of currency ETFs tracking error
Ivanov, Stoyu I.
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 333-368
Persistent link: https://www.econbiz.de/10011546750
Saved in:
7
Analysis of SOXX tracking error
Ivanov, Stoyu I.
- In:
International journal of financial services management …
8
(
2015
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10011547624
Saved in:
8
Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Ivanov, Stoyu I.
- In:
International journal of financial services management …
8
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011407243
Saved in:
9
Does ETF arbitrage exist?
Ivanov, Stoyu I.
- In:
International journal of financial services management …
6
(
2013
)
3
,
pp. 252-261
Persistent link: https://www.econbiz.de/10010338901
Saved in:
10
Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery
Ivanov, Stoyu I.
;
Jones, Frank Joseph
;
Zaima, Janis K.
- In:
Global finance journal
24
(
2013
)
3
,
pp. 171-187
Persistent link: https://www.econbiz.de/10010345909
Saved in:
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