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A dynamic equilibrium model of ETFs
Malamud, Semyon - 2015
and basket securities. I show that the creation/redemption mechanism serves as a shock propagation channel through which … returns and may improve the liquidity of the underlying securities …
Persistent link: https://www.econbiz.de/10011412317
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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
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Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man; Zheng, Xian; Wang, Hui - In: Applied economics 45 (2013) 19/21, pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
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The economic value of volatility transmission between the stock and bond markets
Chuliá, Helena; Torró, Hipòlit - In: The journal of futures markets 28 (2008) 11, pp. 1066-1094
Persistent link: https://www.econbiz.de/10003769983
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Idiosyncratic risk matters! : a regime switching approach
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of economics & finance : IREF 18 (2009) 1, pp. 132-141
Persistent link: https://www.econbiz.de/10003793728
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Finanzmarktmanipulationen am Beispiel von Futures bei symmetrischer Information
Haaf, Holger M. - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003420273
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What does futures market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.; Yogo, Motohiro - 2011
"Open interest, or the amount of contracts outstanding in futures markets, has remarkable power to forecast commodity, currency, bond, and stock prices. Changes in open interest are highly pro-cyclical and predict asset-price fluctuations better than a number of alternative variables including...
Persistent link: https://www.econbiz.de/10008825325
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Futures and options markets : an introduction
Carter, Colin Andre - 2015
Persistent link: https://www.econbiz.de/10011285470
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Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V. - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
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Money management with optimal stopping of losses for maximizing the returns of futures trading
Lundström, Christian - 2014
Persistent link: https://www.econbiz.de/10010347056