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Extrapolative bubbles and trading volume

Liao, Jingchi; Peng, Cameron; Zhu, Ning N. - 2021

Persistent link: https://www.econbiz.de/10012487392

Pricing Efficiency of Saudi Exchange Traded Funds (ETFs)

Almudhaf, Fahad - 2020

This paper aims to investigate the pricing efficiency of Saudi Sharia-compliant (i.e. Islamic) exchange-traded funds (ETFs). The paper adheres to a positivist research philosophy with a deductive research approach where data is collected, analyzed and interpreted to examine a hypothesis....

Persistent link: https://www.econbiz.de/10012827920

Active investing and the efﬁciency of security markets

Wermers, Russ - In: Journal of investment management : JOIM 19 (2021) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10012814349

Why are "true" active managers essential for markets?

Galakis, John - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 199-223

Persistent link: https://www.econbiz.de/10012595945

The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes

Xu, Liao; Yin, Xiangkang; Zhao, Jing - In: Pacific-Basin finance journal 58 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012231054

Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices

Morck, Randall; Yavuz, Mehmet Deniz - National Bureau of Economic Research - 2023

&P 500. Increased indexing impedes incorporation of idiosyncratic information into stock prices. We limit endogeneity bias by …-sensitive firms in proximate time windows when in the index than when not in it. Increased indexing thus appears to be undermining the …

Persistent link: https://www.econbiz.de/10014447296

Information-based trading and information propagation: evidence from the exchange traded fund market

Xu, Liao; Xu, Lu; Zhao, Jing; Zhao, Yang - In: International review of financial analysis 70 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012317397

Market sentiment and investor overreaction : evidence from New York listed Asian Country Exchange Traded Funds

Ma, Jason Zhe; Ho, Kung-Cheng; Yang, Lu; Chu, Chien-Chi - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2455-2471

Persistent link: https://www.econbiz.de/10012124750

Is there a dark side to exchange traded funds? : an information perspective

Israeli, Doron; Lee, Charles M. C.; Sridharan, Suhas A. - In: Review of accounting studies 22 (2017) 3, pp. 1048-1083

Persistent link: https://www.econbiz.de/10011742572

Fundamental indexation revisited : new evidence on alpha

Balatti, Mirco; Brooks, Chris; Kappou, Konstantina - In: International review of financial analysis 51 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011868655

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