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Inattentive price discovery in ETFs

Kosar, Mariia; Mikhalishchev, Sergei - 2022

Persistent link: https://www.econbiz.de/10013414361

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

Boadu-Sebbe, Gregory - 2022

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

Asset management contracts and equilibrium prices

Buffa, Andrea M.; Vayanos, Dimitri; Woolley, Paul - In: Journal of political economy 130 (2022) 12, pp. 3146-3201

Persistent link: https://www.econbiz.de/10013548065

Do ETFs affect ADRs and U.S. domestic stocks differently?

Fu, Chengbo; Huang, Qiping; Tang, Hongfei - In: Journal of international financial markets, … 80 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533226

Exchange-traded fund ownership and underlying stock mispricing

Yang, Wenling; May, Lewis; Gould, John - In: Accounting and finance 63 (2023), pp. 1417-1445

Persistent link: https://www.econbiz.de/10014301951

Exchange-traded Funds in India Amid COVID-19 Crisis : An Empirical Analysis of the Performance

Malhotra, Priya; Sinha, Pankaj - In: Metamorphosis : a journal of management research 22 (2023) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10014321074

ESG ETFs and the COVID-19 stock market crash of 2020 : did clean funds fare better?

Pavlova, Ivelina; DeBoyrie, Maria Eugenia - In: Finance research letters 44 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014494782

ETF ownership and stock pricing efficiency : the role of ETF arbitrage

Chen, Guanhua; Liu, Xiangli; Liu, Xiao; Zhao, Zhihua - In: Finance research letters 62 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10014530776

Price discovery in carbon exchange traded fund markets

Shrestha, Keshab; Babak Naysary; Sheena Sara Suresh Philip - In: International review of financial analysis 89 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014466349

The impact of long-only index funds on price discovery and market performance in agricultural futures markets

Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter; Pies, Ingo - 2014

For a considerable time, long-only index funds have been suspected of being responsible for price increases on agricultural futures markets, particularly those for grain. Utilizing partial equilibrium concepts, we analyze the market impacts of long-only index funds. Our analysis reveals that...

Persistent link: https://www.econbiz.de/10010355849