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Exchange traded funds, size-based portfolios, and market efficiency

Kadapakkam, Palani-Rajan; Krause, Timothy; Tse, Yiuman - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 89-110

Persistent link: https://www.econbiz.de/10011333135

A first look at mutual funds that use short sales

Chen, Honghui; Desai, Hemang; Krishnamurthy, Srinivasan - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 761-787

Persistent link: https://www.econbiz.de/10010201237

A First Look at Mutual Funds that Use Short Sales

Chen, Honghui - 2015

The use of short sales by mutual funds has increased significantly over the last decade. In this paper, we provide a first look at short selling by mutual funds, a phenomenon not examined by prior research. The mutual funds that use short sales do so frequently and in significant amounts,...

Persistent link: https://www.econbiz.de/10013037319

Inflation and equity mutual fund flows

Krishnamurthy, Srinivasan; Pelletier, Denis; Warr, … - In: Journal of financial markets 37 (2018), pp. 52-69

Persistent link: https://www.econbiz.de/10012001014

A reexamination of the tendering profit anomaly

Kadapakkam, Palani-Rajan; Zhang, Hongxian; Yildirim, Sinan - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1475-1501

Persistent link: https://www.econbiz.de/10012549862

China's exchange traded fund : is there a trading place bias?

Cheng, Louis T. W.; Fung, Hung-gay; Tse, Yiuman - In: Review of Pacific Basin financial markets and policies 11 (2008) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10003679976

The effect of stock splits on iShare exchange-traded funds

Bandyopadhyay, Pia; Hackard, James C.; Tse, Yiuman - In: Managerial finance 36 (2010) 1/2, pp. 134-159

Persistent link: https://www.econbiz.de/10003941469

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

Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds

Datar, Vinay T.; So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 379-393

Persistent link: https://www.econbiz.de/10003799582

China's Exchange Traded Fund : Is There a Trading Place Bias?

Cheng, Louis T. W. - 2009

We use Granger causality tests and an EGARCH model to analyze the pricing relations in the US between two exchange traded funds, the iShares FTSE/Xinhua China 25 Index (FXI) and the S&P 500 Index Fund (IVV). Daily data indicates that Hong Kong home market basically drives the FXI returns in the...

Persistent link: https://www.econbiz.de/10013155665