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Wu, Lixin; Li, Chonghong - In: Studies in economics and finance 32 (2015) 3, pp. 298-321

Persistent link: https://www.econbiz.de/10011380903

The performance of socially responsible investment funds and exchange-traded funds : evidence from Johannesburg stock exchange

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Premiums, discounts and feedback trading : evidence from emerging markets' ETFs

Charteris, Ailie; Chau, Frankie; Gavriilidis, Konstantinos - In: International review of financial analysis 35 (2014), pp. 80-89

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ETFs versus CEFs : performance in international equitiy investing

Chang, C. Edward; Ragan, Kent P.; Witte, H. Doug - In: International journal of economics and finance 5 (2013) 12, pp. 79-85

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Leveraged ETF options implied volatility paradox : a statistical study

Härdle, Wolfgang; Nasekin, Sergey; Hong, Zhiwu - 2016

In this paper, we study the statistical properties of the moneyness scaling transformation by Leung and Sircar (2015). This transformation adjusts the moneyness coordinate of the implied volatility smile in an attempt to remove the discrepancy between the IV smiles for levered and unlevered ETF...

Persistent link: https://www.econbiz.de/10011437891