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~person:"Ivanov, Stoyu I."
~person:"Madhavan, Ananth Narayan"
~person:"Madhavan, Ananth"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
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Estimation
Kapitaleinkommen
Index derivative
38
Indexderivat
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Börsenkurs
7
Portfolio selection
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tracking error
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Ivanov, Stoyu I.
Madhavan, Ananth Narayan
Madhavan, Ananth
Tang, Hongfei
7
Blitz, David
6
Xu, Xiaoqing Eleanor
6
Chen, Mei-Ping
5
Frazzini, Andrea
5
Hamilton, James D.
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4
Huij, Joop
4
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Rompotis, Gerasimos G.
4
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4
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4
Ben-David, Itzhak
3
Bouri, Elie
3
Broman, Markus S.
3
Da, Zhi
3
De-Losso, Rodrigo
3
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3
Fulkerson, Jon A.
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Hassan, M. Kabir
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Krause, Timothy A.
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MacKay, Alexander
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International journal of financial services management : IJFSM
2
Journal of investment management : JOIM
2
International journal of bonds and derivatives
1
Journal of risk finance : the convergence of financial products and insurance
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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Does trading by ETF and mutual fund investors hurt performance? : evidence from time- and dollar-weighted returns
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 4-20
Persistent link: https://www.econbiz.de/10012111002
Saved in:
2
Does Trading by ETF and Mutual Fund Investors Hurt Performance? Evidence from Time- and Dollar-Weighted Returns
Madhavan, Ananth
-
2019
This paper analyzes the “return gap” between dollar-weighted returns that account for intermediate investor flows (internal rate of return) and buy-and-hold returns that funds typically report. Our sample constitutes all US-domiciled open-end mutual funds and exchange-traded funds (ETFs),...
Persistent link: https://www.econbiz.de/10012899230
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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
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4
The impact of flows into exchange-traded funds : volumes and correlations
Madhavan, Ananth
;
Morillo, Daniel
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 96-107
Persistent link: https://www.econbiz.de/10012260461
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
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:
8
The dynamics of leveraged and inverse exchange-traded funds
Cheng, Minder
;
Madhavan, Ananth Narayan
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003940018
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