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The unintended consequences of corporate bond ETFs : evidence from the Taper Tantrum
Dannhauser, Caitlin D.; Hoseinzade, Saeid - In: The review of financial studies 35 (2022) 1, pp. 51-90
Persistent link: https://www.econbiz.de/10012799348
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Innovation and informed trading : evidence from industry ETFs
Huang, Shiyang; O'Hara, Maureen; Zhong, Zhuo - In: The review of financial studies 34 (2021) 3, pp. 1280-1316
Persistent link: https://www.econbiz.de/10012434839
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The equilibrium consequences of indexing
Bond, Philip; García, Diego - In: The review of financial studies 35 (2022) 7, pp. 3175-3230
Persistent link: https://www.econbiz.de/10013350017
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What do mutual fund investors really care about?
Ben-David, Itzhak; Li, Jiacui; Rossi, Andrea; Song, Yang - In: The review of financial studies 35 (2022) 4, pp. 1723-1774
Persistent link: https://www.econbiz.de/10013188918
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Competition for attention in the ETF space
Ben-David, Itzhak; Franzoni, Francesco; Kim, Byungwook; … - In: The review of financial studies 36 (2023) 3, pp. 987-1042
Persistent link: https://www.econbiz.de/10014228792
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Exploring return dynamics via corridor implied volatility
Andersen, Torben; Bondarenko, Oleg; Gonzalez-Perez, Maria T. - In: The review of financial studies 28 (2015) 10, pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
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Expected returns and dividend growth rates implied by derivative markets
Golez, Benjamin - In: The review of financial studies 27 (2014) 3, pp. 790-822
Persistent link: https://www.econbiz.de/10010357854
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Index option returns : still puzzling
Chambers, Donald Robert; Foy, Matthew; Liebner, Jeffrey; … - In: The review of financial studies 27 (2014) 6, pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
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Investors' and central bank's uncertainty embedded in index options
David, Alexander; Veronesi, Pietro - In: The review of financial studies 27 (2014) 6, pp. 1661-1716
Persistent link: https://www.econbiz.de/10010371395
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Do index funds monitor?
Heath, Davidson; Macciocchi, Daniele; Michaely, Roni; … - In: The review of financial studies 35 (2022) 1, pp. 91-131
Persistent link: https://www.econbiz.de/10012799355