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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

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

Vom Social Trading zum Social Investing : alles, was Sie über Plattformen, Strategien, Rendite und Risiko wissen müssen

Mantel, Alexander; Maier, Ingbert - 2019 - 1. Auflage

Persistent link: https://www.econbiz.de/10011864631

Vom Social Trading zum Social Investing : alles, was Sie über Plattformen, Strategien, Rendite und Risiko wissen müssen

Mantel, Alexander; Maier, Ingbert - 2019 - 1. Auflage

Intro -- Vorwort -- Disclaimer -- Teil I : Social Trading - Social Investing -- 1.1 Was ist Social Trading? -- 1.2 Was ist Social Investing? -- 1.3 Social-Trading-Anbieter - Marktüberblick -- Ein Gastbeitrag von Michael Tomaschek -- 1.4 Pflichten und Verantwortung der Anbieter -- Social Trading...

Persistent link: https://www.econbiz.de/10012124049

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

Persistent link: https://www.econbiz.de/10010529624

ETF arbitrage : intraday evidence

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 9, pp. 3486-3498

Persistent link: https://www.econbiz.de/10010126380

Competition for attention in the ETF space

Ben-David, Itzhak; Franzoni, Francesco; Kim, Byungwook; … - 2021

explained by high fees or hedging demand. Rather, it is driven by the overvaluation of the underlying stocks. Overall, providers …

Persistent link: https://www.econbiz.de/10012421474

Information-based trading and information propagation: evidence from the exchange traded fund market

Xu, Liao; Xu, Lu; Zhao, Jing; Zhao, Yang - In: International review of financial analysis 70 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012317397

Liquidity : How to Find it, Regulate it, Get it

Schwartz, Robert A. (ed.); Byrne, John A. (ed.); … - Financial Markets Conference <2022, New York, NY> - 2023

1. Indexing, ETFs and Robos - Are Stocks an Endangered Species? -- 2. How Technology is Transforming Liquidity Provision -- 3. Liquidity – A Fluid Concept from a European View -- 4. What Can Be Done to Drive Mid- and Small-Cap Liquidity? -- 5. New Approaches for Creating Liquidity -- 6....

Persistent link: https://www.econbiz.de/10014375091

Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation

Yagi, Isao; Guan, Xin; Mizuta, Takanobu - In: Finance research letters 67 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10015062573