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~person:"Gunji, Hiroshi"
~person:"Ivanov, Stoyu I."
~source:"econis"
~subject:"QQQ"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Indexderivat"
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QQQ
Share price
Volatility
Index derivative
19
Indexderivat
19
Investment Fund
9
Investmentfonds
9
Börsenkurs
7
Aktienindex
6
Stock index
6
ETF
5
ETFs
5
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
USA
3
United States
3
exchange traded funds
3
tracking error
3
Aktienfonds
2
Arbitrage
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Bank of Japan
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ETF options
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Equity fund
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Exchange traded funds
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Geldpolitik
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Gold
2
Impact assessment
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Japan
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Monetary policy
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Option trading
2
Optionsgeschäft
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QQQ options
2
Volatilität
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Welt
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Wirkungsanalyse
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2
unconventional monetary policy
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2000-2010
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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
Bouri, Elie
3
Leung, Tim
3
McAleer, Michael
3
Röder, Klaus
3
Schmidhammer, Christoph
3
Tang, Hongfei
3
Tosun, Onur Kemal
3
Tripathi, Vanita
3
Tse, Yiuman
3
Zhang, Jin E.
3
Alexander, Carol
2
Andersen, Torben
2
Avellaneda, Marco
2
Basdekidou, Vasiliki A.
2
Bhojraj, Sanjeev
2
Chen, Mei-Ping
2
Chung, Huimin
2
Da, Zhi
2
Dheeriya, Prakash L.
2
Hsu, Yuan-Teng
2
Kang, Sang Hoon
2
Kaur, Prabhdeep
2
Krause, Timothy
2
Krause, Timothy A.
2
Lee, Chien-chiang
2
Li, Mingsheng
2
Li, Xiaolong
2
Lien, Da-hsiang Donald
2
Lindset, Snorre
2
Liu, Hung-Chun
2
Luo, Xingguo
2
Madura, Jeff
2
McIver, Ron
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International journal of financial services management : IJFSM
2
Journal of economics and finance
2
Journal of risk finance : the convergence of financial products and insurance
2
Applied economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
Global finance journal
1
The international journal of business and finance research : IJBFR
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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
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:
5
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:
6
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 180-194
Persistent link: https://www.econbiz.de/10010337462
Saved in:
7
The influence of ETFs on the price discovery of gold, silver and oil
Ivanov, Stoyu I.
- In:
Journal of economics and finance
37
(
2013
)
3
,
pp. 453-462
Persistent link: https://www.econbiz.de/10009775682
Saved in:
8
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:
9
The implied volatility of ETF and index options
Ivanov, Stoyu I.
;
Whitworth, Jeff
;
Zhang, Yinlong
- In:
The international journal of business and finance …
5
(
2011
)
4
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009012647
Saved in:
10
The exchange traded funds' pricing deviation : analysis and forecasts
DeFusco, Richard A.
;
Ivanov, Stoyu I.
;
Karels, Gordon V.
- In:
Journal of economics and finance
35
(
2011
)
2
,
pp. 181-197
Persistent link: https://www.econbiz.de/10009303140
Saved in:
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