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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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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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Abnormal Returns in Gold and Silver Exchange Traded Funds
Naylor, Michael - 2019
examine whether abnormal returns are available for Gold and Silver ETFS. Gold and silver ETFs have attracted substantial … investments, with $40.5 billion USD in gold (GLD) is and $5.22 billion in silver (SLV). Our study shows that while inefficiency is … present in the gold and silver ETF markets for the period 2006-2009, when risk is factored the abnormal returns evaporate …
Persistent link: https://www.econbiz.de/10012905875
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Premiums and discounts in ETFs : an analysis of the arbitrage mechanism in domestic and international funds
Hilliard, Jitka - In: Global finance journal 25 (2014) 2, pp. 91-107
Persistent link: https://www.econbiz.de/10010400984
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ETF arbitrage, non-fundamental demand, and return predictability
Brown, David C.; Davies, Shaun William; Ringgenberg, … - In: Review of finance : journal of the European Finance … 25 (2021) 4, pp. 937-972
Persistent link: https://www.econbiz.de/10012594627
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Do pricing efficiencies in Indian equity ETF market impact its performance?
Goel, Garima; Ahluwalia, Eshan - In: Global finance journal 49 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012887178
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Short Interest in Exchange-Traded Funds
Madura, Jeff - 2010
Short selling exchange-traded funds (ETFs) has become a common means of speculating or hedging in response to pessimistic expectations about a specific market or sector, as the short interest of ETFs is more than 10 times that of individual stocks, on average. We determine that sector-based ETFs...
Persistent link: https://www.econbiz.de/10013142124
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Managing fixed-income index funds
Para, Elizabeth; Dasgupta, Partha - In: Active index investing : maximizing portfolio …, (pp. 433-454). 2004
Persistent link: https://www.econbiz.de/10003333648
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Modelling skewness and elongation in financial returns : the case of exchanged-traded funds
Jaggia, Sanjiv; Kelly, Alison - In: Applied financial economics 19 (2009) 16/18, pp. 1305-1316
Recent studies have documented the importance of asymmetry and tail-fatness of returns on portfolio-choice, asset-pricing, value-at-risk and option-valuation models. This article explores the nature of skewness and elongation in daily Exchange-traded Fund (ETF) return distributions using g, h...
Persistent link: https://www.econbiz.de/10003886164
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Does premium impact Exchange-Traded Funds' returns? : evidence from iShares
Rompotis, Gerasimos Georgiou - In: The journal of asset management 11 (2010/11) 4, pp. 298-308
Persistent link: https://www.econbiz.de/10008728705