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ECONIS (ZBW)
398
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301
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301
Risk-adjusted performance of the largest active ETFs
Beck, Kristine L.
;
Chong, James
;
Phillips, G. Michael
- In:
The journal of wealth management
20
(
2017
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011772956
Saved in:
302
Beta as a determinant of investor activity in sector exchange-traded funds
Peltomäki, Jarkko
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 137-145
Persistent link: https://www.econbiz.de/10011792470
Saved in:
303
Index trading and portfolio risk
Kvamvold, Joakim
;
Lindset, Snorre
- In:
Journal of economics and finance
41
(
2017
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10011795595
Saved in:
304
Volatility cones and volatility arbitrage strategies : empirical study based on SSE ETF option
Pan, Hong Yu Xin
;
Jun, Song
- In:
China finance review international
7
(
2017
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10011797786
Saved in:
305
Offsetting disagreement and security prices
Hwang, Byoung-Hyoung
;
Lou, Dong
;
Yin, Chengxi
-
2017
Persistent link: https://www.econbiz.de/10011740100
Saved in:
306
Government interventions and equity liquidity in the sub-prime crisis period : evidence from the ETF market
Chiu, Junmao
;
Tsai, Kunchi
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 128-142
Persistent link: https://www.econbiz.de/10011740126
Saved in:
307
Is there a dark side to exchange traded funds? : an information perspective
Israeli, Doron
;
Lee, Charles M. C.
;
Sridharan, Suhas A.
- In:
Review of accounting studies
22
(
2017
)
3
,
pp. 1048-1083
Persistent link: https://www.econbiz.de/10011742572
Saved in:
308
The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
Saved in:
309
Abusing ETFs
Bhattacharya, Utpal
;
Loos, Benjamin
;
Meyer, Steffen
; …
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 1217-1250
Persistent link: https://www.econbiz.de/10011803819
Saved in:
310
SEC approves new continued listing standards for ETFs
Teufel, Adam
;
Geissler, Christopher J.
- In:
The journal of investment compliance
18
(
2017
)
3
,
pp. 21-25
Persistent link: https://www.econbiz.de/10011804736
Saved in:
311
Exchange traded funds and stock market volatility
Xu, Liao
;
Yin, Xiangkang
- In:
International review of finance
17
(
2017
)
4
,
pp. 525-560
Persistent link: https://www.econbiz.de/10011807182
Saved in:
312
Sampling frequency and the performance of different types of technical trading rules
Hudson, Robert
;
McGroarty, Frank
;
Urquhart, Andrew
- In:
Finance research letters
22
(
2017
),
pp. 136-139
Persistent link: https://www.econbiz.de/10011808000
Saved in:
313
Technical market anomalies : leveraged ETF trading with daily and intraday temporal functionalities
Basdekidou, Vasiliki A.
;
Styliadou, Artemis A.
- In:
Inventi impact: microfinance & banking
(
2017
)
3
,
pp. 104-108
Persistent link: https://www.econbiz.de/10011808147
Saved in:
314
Does ETF trading affect the efficiency of the underlying index?
Xu, Liao
;
Yin, Xiangkang
- In:
International review of financial analysis
51
(
2017
),
pp. 82-101
Persistent link: https://www.econbiz.de/10011868664
Saved in:
315
Comparative performance analysis of index ETFs and index funds
Sethi, Aakanksha
- In:
Mudra : journal of finance and accounting
4
(
2017
)
2
,
pp. 72-94
Persistent link: https://www.econbiz.de/10011874761
Saved in:
316
Physical versus synthetic exchange traded funds : which one replicates better?
Mateus, Cesario
;
Rahmani, Yana
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 975-989
Persistent link: https://www.econbiz.de/10011860220
Saved in:
317
Actively managed mutual funds holding passive investments : what do ETF positions tell us about mutual fund ability?
Sherrill, D. Eli
;
Shirley, Sara E.
;
Stark, Jeffrey R.
- In:
Journal of banking & finance
76
(
2017
),
pp. 48-64
Persistent link: https://www.econbiz.de/10011814166
Saved in:
318
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
Saved in:
319
Exchange-traded funds
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
- In:
Annual review of financial economics
9
(
2017
),
pp. 169-189
Persistent link: https://www.econbiz.de/10011908064
Saved in:
320
US macroannouncements and international asset pricing
Du, Ding
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 352-367
Persistent link: https://www.econbiz.de/10011960375
Saved in:
321
Variance risk premiums of commodity ETFs
Tee, Chyng Wen
;
Ting, Christopher
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 452-472
Persistent link: https://www.econbiz.de/10011950709
Saved in:
322
Investor sentiment and country exchange traded funds : does economic freedom matter?
Chen, Mei-Ping
;
Lee, Chien-chiang
;
Hsu, Yi-Chung
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 285-299
Persistent link: https://www.econbiz.de/10011938121
Saved in:
323
Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim
;
Park, Hyungbin
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
Saved in:
324
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
325
VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer
;
Molnár, Peter
;
Samdal, Sven R.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
Saved in:
326
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
327
The unexpected activeness of passive investors : a world-wide analysis of ETFs
Cheng, Si
;
Massa, Massimo
;
Zhang, Hong
-
2017
Persistent link: https://www.econbiz.de/10011670902
Saved in:
328
Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen
-
2017
Persistent link: https://www.econbiz.de/10011592814
Saved in:
329
Asset price dynamics : shocks and regimes
MacLean, Leonard C.
;
Zhao, Yonggan
- In:
Optimal financial decision making under uncertainty
,
(pp. 35-53)
.
2017
Persistent link: https://www.econbiz.de/10011558441
Saved in:
330
Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen
-
2017
Teil I: Replikation und verallgemeinerte Diskontierung: Ein-Perioden-Modelle -- Mehr-Perioden-Modelle -- Optionen, Futures und andere Derivate -- Teil II: Stochastische Analysis und verallgemeinerte Diskontierung: Diskrete stochastische Analysis -- Diskrete stochastische Finanzmathematik --...
Persistent link: https://www.econbiz.de/10014019536
Saved in:
331
Alternative alphas from hedge fund ETF speculation
Lin, Peter C. L.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 34-42
Persistent link: https://www.econbiz.de/10011543076
Saved in:
332
A dynamic equilibrium model of ETFs
Malamud, Semyon
-
2016
Persistent link: https://www.econbiz.de/10011544477
Saved in:
333
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
Saved in:
334
From performativity to political economy : index investing, ETFs and asset manager capitalism
Braun, Benjamin
- In:
New political economy
21
(
2016
)
3
,
pp. 257-273
Persistent link: https://www.econbiz.de/10011478835
Saved in:
335
Return and volatility of emerging markets leveraged ETFs
Rompotis, Gerasimos
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 165-194
Persistent link: https://www.econbiz.de/10011485146
Saved in:
336
Exchange-traded funds : investment practices and tactical approaches
Meziani, A. Seddik
-
2016
Evolution and outlook of the ETF market : from a trickle to a mighty roar -- Characteristics of exchange-traded funds : weighting myths and realities -- Exploring the tax advantages of exchange-traded funds -- Understanding the complex universe and role of fixed-income funds as investment...
Persistent link: https://www.econbiz.de/10011486009
Saved in:
337
SEC proposes sweeping new liquidity risk management rules for mutual funds and ETFs
Rosella, Michael
;
Belitsky, Bill
;
Marghella, Alexandra
- In:
The journal of investment compliance
17
(
2016
)
1
,
pp. 74-82
Persistent link: https://www.econbiz.de/10011523741
Saved in:
338
Evaluating the efficiency of hedge fund replication : return and diversification effects
Blumin, Dmitri
;
Hauser, Roie
;
Levy, Azriel
;
Rao, Kartikeya
- In:
The journal of alternative investments
19
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011529266
Saved in:
339
Leveraged exchange-traded funds : a comprehensive guide to structure, pricing, and performance
Charupat, Narat
;
Miu, Peter
-
2016
Introduction -- Regulations and taxations of leveraged etfs -- Mechanics of leveraged exchange-traded funds -- Return dynamics and compounding effects -- Pricing efficiency -- Performance and tracking errors of LETF -- Trading strategies -- Options on LETFs
Persistent link: https://www.econbiz.de/10011448630
Saved in:
340
Active management and price efficiency of exchange-traded funds
Chen, Tao
;
Wong, Karen H.
;
Susai, Masayuki
- In:
Prague economic papers : a bimonthly journal of …
25
(
2016
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10011454200
Saved in:
341
Combining value averaging and Bollinger Band for an ETF trading strategy
Lai, Hung-Cheng
;
Tseng, Tseng-Chan
;
Huang, Sz-Chi
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3550-3557
Persistent link: https://www.econbiz.de/10011620811
Saved in:
342
Analysis of ETF bid-ask spread components
Ivanov, Stoyu I.
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 249-259
Persistent link: https://www.econbiz.de/10011627536
Saved in:
343
Study of REIT ETF beta
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10011628415
Saved in:
344
Securities lending activities in mutual funds and ETFs : ethical considerations
Dunham, Lee M.
;
Jorgensen, Randy D.
;
Washer, Ken
- In:
Journal of business ethics : JOBE
139
(
2016
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10011609396
Saved in:
345
Are SPDR options good for the underlying stocks?
Liu, Shinhua
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011585418
Saved in:
346
The effect of the alternation in the ruling party on three-factor risks and returns in ETF : the case of presidential elections in Taiwan
Chen, Chia-Pin
;
Liu, Ying Sing
;
Hsu, Chih-Wen
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 797-811
Persistent link: https://www.econbiz.de/10011563112
Saved in:
347
Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.
;
Diesteldorf, Jeanne
;
Salm, Christian
; …
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
Saved in:
348
Stochastic skew and target volatility options
Grasselli, Martino
;
Romo, Jacinto Marabel
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 174-193
Persistent link: https://www.econbiz.de/10011568064
Saved in:
349
Pricing S&P 500 index 0ptions : a conditional semi-nonparametric approach
Guidolin, Massimo
;
Hansen, Erwin
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 217-239
Persistent link: https://www.econbiz.de/10011568080
Saved in:
350
Tests on the monotonicity properties of KOSPI 200 options prices
Sim, Myounghwa
;
Ryu, Doojin
;
Yang, Heejin
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 625-646
Persistent link: https://www.econbiz.de/10011568523
Saved in:
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