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Diversification Benefits of Shari’ah Compliant Equity ETFs in Emerging Markets
Andrikopoulos, Panagiotis - 2019
whether Shari'ah compliant exchange-traded funds (ETFs) have potential diversification benefits to a volatile portfolio of …
Persistent link: https://www.econbiz.de/10012863648
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Actively Managed Mutual Funds Holding Passive Investments : What Do ETF Positions Tell Us About Mutual Fund Ability?
Sherrill, Eli - 2017
We provide the first in-depth examination of exchange-traded funds (ETFs) within actively managed mutual fund (AMMF) portfolios to better understand why AMMFs make substantial investments in passive ETFs. We examine the association between holding ETF positions and AMMF performance, as well as...
Persistent link: https://www.econbiz.de/10012970338
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Large shareholder diversification and corporate risk-taking
Faccio, Mara; Marchica, Maria-Teresa; Mura, Roberto - 2011
diversification across large shareholders. Exploiting this heterogeneity, we document that firms controlled by diversified large … shareholder diversification on corporate risk-taking is both economically and statistically significant. Our results have … welfare. -- Risk-taking choices ; Large shareholders ; Portfolio diversification …
Persistent link: https://www.econbiz.de/10009411473
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Large Shareholder Diversification and Corporate Risk-Taking
Faccio, Mara - 2012
diversification across large shareholders. Exploiting this heterogeneity, we document that firms controlled by diversified large … shareholder diversification on corporate risk-taking is both economically and statistically significant. Our results have …
Persistent link: https://www.econbiz.de/10013116279
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Diversificating the Undiversified Mutual Fund World
Moreno, David - 2016
well in terms of diversification even for those investors worried about the alpha of funds. The benefits of diversification …
Persistent link: https://www.econbiz.de/10013008281
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Exchange-Traded Funds : Sector Performance and Diversification
Luft, Carl F. - 2019
portfolio's diversification across the given sector. We employed regression analysis to analyze diversification across each ETF …
Persistent link: https://www.econbiz.de/10012905492
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Hedge Fund Investment in ETFs
Cumming, Douglas J.; Monteiro, Pedro - 2022
This paper examines the causes and consequences of hedge fund investments in exchange traded funds (ETFs) using U.S. data from 1998 to 2018. The data indicate that transient hedge funds and quasi-indexer hedge funds are substantially more likely to invest in ETFs. Unexpected hedge fund inflows...
Persistent link: https://www.econbiz.de/10013293118
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Mind Thy Neighbor's Portfolio : A Network Approach to Contagion in the ETF Market
Iwadate, Bruce - 2021
The exchange-traded fund (ETF) market has become the most important development of the financial markets over the last decade. I show that the network of the ETF market — the linkages between ETFs based on portfolio weights — catalyzes the propagation of price dislocations, the gaps between...
Persistent link: https://www.econbiz.de/10013309878
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The rise of passive investing : a systematic literature review applying PRISMA framework
Malhotra, Priya - In: Journal of capital markets studies 8 (2024) 1, pp. 95-125
diversification and low cost. A comprehensive study of the economic model, addressed areas and market structure has not yet been …
Persistent link: https://www.econbiz.de/10015047542
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Hedge fund investment in ETFs
Cumming, Douglas J.; Monteiro, Pedro - 2023 - This Draft: January 31, 2023
This paper examines the causes and consequences of hedge fund investments in exchange traded funds (ETFs) using U.S. data from 1998 to 2018. The data indicate that transient hedge funds and quasi-indexer hedge funds are substantially more likely to invest in ETFs. Unexpected hedge fund inflows...
Persistent link: https://www.econbiz.de/10013555545