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Excess volatility and costly arbitrage in exchange traded funds (ETFs) : evidence from India
Sethi, Aakanksha; Tripathi, Vanita - In: Global business review 23 (2022) 2, pp. 334-353
Persistent link: https://www.econbiz.de/10013256838
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Have exchange traded funds influenced commodity market volatility?
Corbet, Shaen; Twomey, Cian - In: International journal of economics and financial issues … 4 (2014) 2, pp. 323-335
Persistent link: https://www.econbiz.de/10010520048
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Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of economics & finance (2014) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10010353498
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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
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What drives ETF flows?
Clifford, Christopher P.; Fulkerson, Jon A.; Jordan, … - In: The financial review : the official publication of the … 49 (2014) 3, pp. 619-642
Persistent link: https://www.econbiz.de/10010401368
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Impact of leveraged ETF trading on the market quality of component stocks
Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 28 (2014), pp. 90-108
Persistent link: https://www.econbiz.de/10010461174
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Water exchange traded funds : a study on idiosyncratic risk using Markov switching analysis
Tularam, Gurudeo Anand; Reza, Rajibur - In: Cogent economics & finance 4 (2016) 1, pp. 1-12
We investigate the relationship between idiosyncratic risk and return among four water exchange traded funds-PowerShares Water Resources Portfolio, Power Shares Global Water, First Trust ISE Water Index Fund, and Guggenheim S&P Global Water Index ETF using the Markov switching model for the...
Persistent link: https://www.econbiz.de/10011450371
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Cross-market investor sentiment in commodity exchange-traded funds
Chen, Hsiu-lang - In: Credit and capital markets : Kredit und Kapital 48 (2015) 2, pp. 171-206
Persistent link: https://www.econbiz.de/10011414231
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Exchange Traded Funds and the Volatility of the Underlying Assets in Nigeria
Adamu, Abdul - 2017
daily prices of gold/g in rand was used in the study. We collected data on daily prices from January, 2014 to May, 2015 on … the ETF and the gold and tested for volatility using ARCH and GARCH model. The result shows that ETF is not significant in … influencing the underlying asset and that previous day's return information of the gold price and its shock influences the …
Persistent link: https://www.econbiz.de/10012960564
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Exchange traded funds: U.S. financial market case study
Tkaczow, Aleksandra; Spirzewsk, Krzysztof - 2021
Persistent link: https://www.econbiz.de/10012816700