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Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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Impact of leveraged ETF trading on the market quality of component stocks
Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 28 (2014), pp. 90-108
Persistent link: https://www.econbiz.de/10010461174
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Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan - In: The North American journal of economics and finance : a … 47 (2019), pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
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Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013538949
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Do real estate investors trade on momentum?
Deng, Kuang Kuang; Wong, Siu Kei; Cheung, Ka Shing; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013534171
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Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
Lee, Chien-chiang; Chen, Mei-Ping - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012664672
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Investor sentiment and country exchange traded funds : does economic freedom matter?
Chen, Mei-Ping; Lee, Chien-chiang; Hsu, Yi-Chung - In: The North American journal of economics and finance : a … 42 (2017), pp. 285-299
Persistent link: https://www.econbiz.de/10011938121
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Returns spillovers between tourism ETFs
Shu-Lien, Chang; Yun-Huan, Lee - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012200874
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Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan; Shuai, Jiangyu; Liang, Zhilei; Sun, Xianchao - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
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Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian; Wang, Zi-Ling; Xiao, Wei-Lin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012665985