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isPartOf:"The journal of asset management"
~isPartOf:"Journal of banking & finance"
~subject:"Correlation"
~subject:"Index derivative"
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Correlation
Index derivative
Indexderivat
26
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14
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The journal of asset management
Journal of banking & finance
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The journal of investing
20
International review of financial analysis
19
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Pacific-Basin finance journal
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
26
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1
The shift from active to passive and its effect on intraday stock dynamics
De Rossi, Giuliano
;
Steliaros, Michael
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013531060
Saved in:
2
Blessing or curse? Institutional investment in leveraged ETFs
DeVault, Luke
;
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822207
Saved in:
3
The market impact of predictable flows : evidence from leveraged VIX products
Brøgger, Søren Bundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256629
Saved in:
4
What drives the market for exchange-traded notes?
Rakowski, David
;
Shirley, Sara
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012221059
Saved in:
5
Do smart beta ETFs deliver persistent performance?
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Soggiu, Marco
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012292862
Saved in:
6
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
7
Passive mutual funds and ETFs : Performance and comparison
Elton, Edwin J.
;
Gruber, Martin Jay
;
Souza, Andre de
- In:
Journal of banking & finance
106
(
2019
),
pp. 265-275
Persistent link: https://www.econbiz.de/10012224282
Saved in:
8
The diminished effect of index rebalances
Kappou, Konstantina
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 235-244
Persistent link: https://www.econbiz.de/10011891181
Saved in:
9
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:
10
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:
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