The leveraged ETF inefficiency in trending & range-bound markets : an application case study for a 3x leveraged gold miners ETF
Vasiliki A. Basdekidou
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Basdekidou, Vasiliki A. |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 7, p. 1-13
|
| Subject: | market inefficiency | leveraged ETF | trading | implied volatility | temporal trading functionalities | Indexderivat | Index derivative | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n7p1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712291