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Arbitrage opportunities between gold exchange-traded funds
Kharma, Céline - In: Essays on exchange traded funds, market quality and …, (pp. 1-32). 2018
of mispricing between the three gold ETFs which create arbitrage opportunities. Increased trading pressure following the …Finally, I further explore the topic of ETF competition in the context of arbitrage. Three perfectly substitutable ETFs … compete on the gold market. They all adjust to the daily gold fixing price, therefore never diverging significantly from each …
Persistent link: https://www.econbiz.de/10011962540
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Direct and indirect effects of index ETFs on spot-futures pricing and liquidity : evidence from the CAC 40 index
Deville, Laurent; Gresse, Carole; Séverac, Béatrice de - In: European financial management : the journal of the … 20 (2014) 2, pp. 352-373
Persistent link: https://www.econbiz.de/10010350999
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On the informational efficiency of Saudi exchange-traded funds listed at home and away from home
Al-Nassar, Nassar S. - In: Cogent economics & finance 9 (2021) 1, pp. 1-23
limits to arbitrage, thereby impeding efficiency in the market. …
Persistent link: https://www.econbiz.de/10013183860
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Price dynamics and liquidity of exchange-traded funds
Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Journal of investment management : JOIM 14 (2016) 2, pp. 86-102
Persistent link: https://www.econbiz.de/10011691019
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Fund flows and underlying returns : the case of ETFs
Staer, Arsenio - In: International journal of business 22 (2017) 4, pp. 275-304
Persistent link: https://www.econbiz.de/10011760203
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Arbitrage and liquidity : evidence from a panel of exchange traded funds
Rappoport, David E.; Tuzun, Tugkan - 2020
Persistent link: https://www.econbiz.de/10012389833
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Innovations in exchange-traded funds : a comprehensive analytical overview
Nguyen, Vinh Huy; Zhao, Le; Mishra, Suchismita - In: American journal of finance and accounting 8 (2024) 1, pp. 57-80
Persistent link: https://www.econbiz.de/10015060768
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Exchange-traded funds
Gastineau, Gary L. - 2008
Persistent link: https://www.econbiz.de/10003764245
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ETF arbitrage : intraday evidence
Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 9, pp. 3486-3498
Persistent link: https://www.econbiz.de/10010126380
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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