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~accessRights:"restricted"
~subject:"Arbitrage"
~subject:"Börsenkurs"
~subject:"Estimation"
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Search: subject_exact:"Indexderivat"
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Arbitrage
Börsenkurs
Estimation
Index derivative
402
Indexderivat
402
Investment Fund
172
Investmentfonds
172
Portfolio selection
101
Portfolio-Management
101
Capital income
93
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93
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90
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90
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87
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24
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20
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Xu, Liao
5
Chen, Mei-Ping
4
Lee, Chien-chiang
4
Ben-David, Itzhak
3
Franzoni, Francesco
3
Moussawi, Rabih
3
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2
Bouri, Elie
2
Chu, Patrick Kuok-Kun
2
Da, Zhi
2
El Kalak, Izidin
2
Gunji, Hiroshi
2
Ivanov, Stoyu I.
2
Lachance, Marie-Eve
2
Li, Xiaolong
2
Lou, Dong
2
Mohanram, Partha
2
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2
Narend, S.
2
Parhizgari, Ali M.
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
Alexander, Carol
1
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1
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1
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1
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1
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5
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3
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3
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3
International review of economics & finance : IREF
3
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2
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2
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2
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ECONIS (ZBW)
131
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1
Price limit hits in the Chinese fund market : determinants and post-hit performance
Xiao, Yuewen
;
Zheng, Xinwei
;
Wang, Chengsi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 70-82
Persistent link: https://www.econbiz.de/10014446410
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2
Financialization and commodity markets serial dependence
Da, Zhi
;
Tang, Ke
;
Tao, Yubo
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2122-2143
Persistent link: https://www.econbiz.de/10014519909
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3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
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4
ETF ownership and stock pricing efficiency : the role of ETF arbitrage
Chen, Guanhua
;
Liu, Xiangli
;
Liu, Xiao
;
Zhao, Zhihua
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530776
Saved in:
5
Liquidity spillover between ETFs and their constituents
Son, D. Pham
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 723-747
Persistent link: https://www.econbiz.de/10014474669
Saved in:
6
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
7
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs
Fu, Yuan
;
Jiang, Christine X.
- In:
The journal of financial research : the journal of the …
46
(
2023
)
4
,
pp. 1103-1140
Persistent link: https://www.econbiz.de/10014478062
Saved in:
8
ETFs and information asymmetry of underlying securities : evidence on the volume-conditioned return autocorrelation
Kang, Moonsoo
- In:
Applied economics
55
(
2023
)
46
,
pp. 5434-5450
Persistent link: https://www.econbiz.de/10014335213
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9
The effect of the Bank of Japan's exchange-traded fund purchases on firm performance
Gunji, Hiroshi
;
Miura, Kazuki
;
Yuan, Yuan
- In:
Asian economic journal : journal of the East Asian …
37
(
2023
)
3
,
pp. 346-370
Persistent link: https://www.econbiz.de/10014442773
Saved in:
10
The Bank of Japan's equity purchases and stock price crash risk
El Kalak, Izidin
;
Tosun, Onur Kemal
;
Yamada, Kazuo
- In:
Economics letters
229
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014456114
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