Does the tail wag the dog? : evidence from fund flow to VIX ETFs and ETNs
Year of publication: |
2016
|
---|---|
Authors: | Białkowski, Je̜drzej ; Dang, Huong ; Wei, Xiaopeng |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 24.2016, 2, p. 31-47
|
Subject: | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Börsenkurs | Share price |
-
Tracking Biased Weights : Asset Pricing Implications of Value-Weighted Indexing
Jiang, Hao, (2021)
-
Kearney, Fearghal, (2015)
-
Performance of Exchange Traded Funds During the Brexit Referendum : An Event Study
Alkhatib, Akram, (2018)
- More ...
-
Does the tail wag the dog? : evidence from fund flow to VIX ETFs and ETNs
Białkowski, Je̜drzej, (2017)
-
High policy uncertainty and low implied market volatility : an academic puzzle?
Białkowski, Je̜drzej, (2022)
-
IPOs in New Zealand : nonfinancial disclosures, valuation, and short-term performance
Dang, Huong, (2023)
- More ...