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Arbitrage opportunities between gold exchange-traded funds

Kharma, Céline - In: Essays on exchange traded funds, market quality and …, (pp. 1-32). 2018

Finally, I further explore the topic of ETF competition in the context of arbitrage. Three perfectly substitutable ETFs … other. This constitutes an ideal setting for a relative value arbitrage strategy. In the third paper, I identify instances … of mispricing between the three gold ETFs which create arbitrage opportunities. Increased trading pressure following the …

Persistent link: https://www.econbiz.de/10011962540

The counterparty risk exposure of ETF investors

Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - In: Journal of banking & finance 102 (2019), pp. 215-230

Persistent link: https://www.econbiz.de/10012162775

Effect of exchange-traded funds arbitrage transactions on their underlying holdings

Boadu-Sebbe, Gregory - 2022

Persistent link: https://www.econbiz.de/10013414369

Indexing and stock market serial dependence around the world

Baltussen, Guido; Bekkum, Sjoerd van; Da, Zhi - In: Journal of financial economics 132 (2019) 1, pp. 26-48

Persistent link: https://www.econbiz.de/10012134770

The anatomy of index rebalancings: evidence from transaction data

Escobar, Mariana; Pandolfi, Lorenzo; Pedraza, Alvaro; … - 2021

Persistent link: https://www.econbiz.de/10012803354

International diversification : investment in country funds as a substitute for direct investment in foreign stocks

Kim, Chan-wung - 1994

Persistent link: https://www.econbiz.de/10001340269

Steering capital : the growing private authority of index providers in the age of passive asset management

Petry, Johannes; Fichtner, Jan; Heemskerk, Eelke M. - In: Review of international political economy 28 (2021) 1, pp. 152-176

Persistent link: https://www.econbiz.de/10012484934

Aktienindizes und Indexprodukte - die europäische Sichtweise am Beispiel der STOXX Indizes

Bahr, Christian - 2010

Persistent link: https://www.econbiz.de/10003918280

Price discovery across the stock index futures and the EFT markets : intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices

Hseu, Mei-Maun; Chung, Huimin; Sun, Erh-Yin - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 215-236

Persistent link: https://www.econbiz.de/10003507265

The real benchmark of DAX index products and the influence of information dissemination : a natural experiment

Schmidhammer, Christoph; Lobe, Sebastian; Röder, Klaus - In: The journal of asset management 15 (2014) 2, pp. 129-149

Persistent link: https://www.econbiz.de/10010384769

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