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Active trading in ETFs : the role of high-frequency algorithmic trading
Jain, Archana; Jain, Chinmay; Jiang, Christine X. - In: Financial analysts journal : FAJ 77 (2021) 2, pp. 66-82
Persistent link: https://www.econbiz.de/10012515351
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Managing risk in alternative investment strategies : successful investing in hedge funds and managed futures
Jaeger, Lars - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001653666
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Innovative Kapitalanlage-Konzepte : ART, Behavioral Finance, Hedge Funds, Neue Märkte, Private Equity, Venture Capital
Hehn, Elisabeth (ed.) - 2000
Persistent link: https://www.econbiz.de/10001459414
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Pairs trading : does volatility timing matter?
Huck, Nicolas - In: Applied economics 47 (2015) 55/57, pp. 6239-6256
Persistent link: https://www.econbiz.de/10011381294
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The handbook of pairs trading : strategies using equities, options, and futures
Ehrman, Douglas S. - 2006
Persistent link: https://www.econbiz.de/10002913465
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Trends everywhere? : the case of hedge fund styles
Chevalier, Charles; Darolles, Serge - In: The journal of asset management 20 (2019) 6, pp. 442-468
Persistent link: https://www.econbiz.de/10012125380
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Explaining hedge fund investment styles by loss aversion: a rational alternative
Siegmann, Arjen; Lucas, André - 2002
Persistent link: https://www.econbiz.de/10001689199
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Investment performance of shorted leveraged ETF pairs
Jiang, Xinxin; Peterburgsky, Stanley - In: Applied economics 49 (2017) 44, pp. 4410-4427
Persistent link: https://www.econbiz.de/10011843297
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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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Ultra-High-Frequency Pairs Trading in Gold ETFs
Dao, Thong - 2017
Based on a large dataset of gold ETFs, we find arbitrage opportunities in the gold ETF market which can be exploited by high-frequency traders. To our knowledge, this is the first paper to study pairs trading of gold ETFs using tick data. Able to execute their orders with minimal delay and take...
Persistent link: https://www.econbiz.de/10012954797