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~subject:"Capital income"
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ECONIS (ZBW)
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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
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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
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3
The spillover and leverage effects of equity exchange-traded notes (ETNs)
Chen, Jo-hui
;
Diaz, John Francis
- In:
Global economy journal : GEJ
19
(
2019
)
3
,
pp. 1950013-1-17
Persistent link: https://www.econbiz.de/10012201280
Saved in:
4
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:
5
CAPM over the long run : 1926 - 2001
Ang, Andrew
;
Chen, Joseph
-
2006
Persistent link: https://www.econbiz.de/10003275393
Saved in:
6
Forecasting crashes : trading volume, past returns and conditional skewness in stock prices
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
-
2000
Persistent link: https://www.econbiz.de/10001474371
Saved in:
7
CAPM over the long run : 1926 - 2001
Ang, Andrew
;
Chen, Joseph
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
Saved in:
8
Breadth of ownership and stock returns
Chen, Joseph
;
Hong, Harrison G.
;
Stein, Jeremy C.
-
2001
Persistent link: https://www.econbiz.de/10001561825
Saved in:
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