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~accessRights:"restricted"
~person:"Kunjal, Damien"
~person:"Saha, Kunal"
~subject:"Index derivative"
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Index derivative
Indexderivat
6
Investment Fund
4
Investmentfonds
4
South Africa
3
Südafrika
3
Aktienindex
2
COVID-19
2
Coronavirus
2
Efficient market hypothesis
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1
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Kunjal, Damien
Saha, Kunal
Marszk, Adam
7
Ben-David, Itzhak
6
Lechman, Ewa
6
Rompotis, Gerasimos G.
6
Xu, Liao
6
Chen, Mei-Ping
5
Franzoni, Francesco
5
Lee, Chien-chiang
5
Moussawi, Rabih
5
Sethi, Aakanksha
5
Chen, Jo-hui
4
Ivanov, Stoyu I.
4
Kaur, Prabhdeep
4
Malhotra, Davinder Kumar
4
Peerbhai, Faeezah
4
Singh, Jaspal
4
Banerjee, Ameet Kumar
3
Bouri, Elie
3
Chandrashekhar, G. R.
3
Chu, Patrick Kuok-Kun
3
El Kalak, Izidin
3
Goodell, John W.
3
Huang, Shiyang
3
Lachance, Marie-Eve
3
Leung, Tim
3
Madhavan, Vinodh
3
Marshall, Ben R.
3
Miu, Peter
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Nguyen, Nhut
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Schmukler, Sergio L.
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Sherrill, D. Eli
3
Shirley, Sara E.
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Stark, Jeffrey R.
3
Thenmozhi, M.
3
Tripathi, Vanita
3
Tse, Yiuman
3
Visaltanachoti, Nuttawat
3
Yin, Xiangkang
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African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance
1
Applied economics
1
Applied economics letters
1
Journal of economics and finance : JEF
1
Risk management : an international journal
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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ECONIS (ZBW)
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1
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
2
Effect of COVID-19 on ETF and index efficiency : evidence from an entropy-based analysis
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Journal of economics and finance : JEF
46
(
2022
)
2
,
pp. 347-359
Persistent link: https://www.econbiz.de/10013190560
Saved in:
3
Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market : a GARCH-MIDAS approach
Kunjal, Damien
;
Peerbhai, Faeezah
;
Muzindutsi, Paul-Francois
- In:
Risk management : an international journal
24
(
2022
)
3
,
pp. 236-258
Persistent link: https://www.econbiz.de/10013387589
Saved in:
4
Relative efficiency of equity ETFs : an adaptive market hypothesis perspective
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1202-1207
Persistent link: https://www.econbiz.de/10012589993
Saved in:
5
The performance of South African exchange traded funds under changing market conditions
Kunjal, Damien
;
Peerbhai, Faeezah
;
Muzindutsi, Paul-Francois
- In:
The journal of asset management : a major new, …
22
(
2021
)
5
,
pp. 350-359
Persistent link: https://www.econbiz.de/10012614831
Saved in:
6
Investor herding during COVID-19 : evidence from the South African Exchange Traded Fund market
Kunjal, Damien
;
Peerbhai, Faeezah
- In:
African review of economics and finance : AREF : the …
13
(
2021
)
2
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012795078
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