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Market states and momentum in sector exchange-traded funds
Du, Ding; Craft Denning, Karen; Zhao, Xiaobing - In: The journal of asset management 15 (2014) 4, pp. 223-237
Persistent link: https://www.econbiz.de/10010476242
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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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A new method to measure the performance of leveraged exchange-traded funds
Charupat, Narat; Miu, Peter - In: The financial review : the official publication of the … 49 (2014) 4, pp. 735-763
Persistent link: https://www.econbiz.de/10010461099
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Physically versus synthetically replicated trackers : is there a difference in terms of risk?
Maurer, Frantz; Williams, S. Owen - In: The journal of applied business research 31 (2015) 1, pp. 131-145
Persistent link: https://www.econbiz.de/10010502653
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European bond ETFs : tracking errors and the sovereign debt crisis
Drenovak, Mikica; Urošević, Branko; Jelic, Ranko - In: European financial management : the journal of the … 20 (2014) 5, pp. 958-994
Persistent link: https://www.econbiz.de/10010504232
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Implied volatility of leveraged ETF options
Leung, Tim; Sircar, Kaushik Ronnie - In: Applied mathematical finance 22 (2015) 1/2, pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
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The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz; DeSantis, Mark; Sayrak, Akin - In: Journal of econometrics 183 (2014) 2, pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
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Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Ivanov, Stoyu I. - In: International journal of financial services management … 8 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011407243
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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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Short selling and exchange-traded funds returns : evidence from the London Stock Exchange
Azhar Mohamad; Jaafar, Aziz; Goddard, John A. - In: Applied economics 48 (2016) 1/3, pp. 152-164
Persistent link: https://www.econbiz.de/10011412616