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~subject:"Börsenkurs"
~subject:"Efficient market hypothesis"
~subject:"Estimation"
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Börsenkurs
Efficient market hypothesis
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Index derivative
435
Indexderivat
435
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186
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186
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116
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116
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6
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1
Engaged ETFs and firm performance
El Kalak, Izidin
;
Hudson, Robert
;
Tosun, Onur Kemal
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1708-1756
Persistent link: https://www.econbiz.de/10014574149
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2
Swing pricing calibration : using ETFs to infer swing factors for mutual funds
Anadu, Kenechukwu
;
Levin, John
;
Liu, Victoria Xueyao
; …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 30-40
Persistent link: https://www.econbiz.de/10014576149
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3
How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?
Banerjee, Ameet Kumar
;
Özer, Zeynep Sueda
;
Rahman, …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 442-468
Persistent link: https://www.econbiz.de/10014535360
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4
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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5
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
Saved in:
6
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
Saved in:
7
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:
8
Use carma to price your stock : equity risk premiums reinvented with exchange-traded funds
Antczak, Stephen
- In:
The journal of portfolio management : JPM
49
(
2023
)
3
,
pp. 185-199
Persistent link: https://www.econbiz.de/10014232220
Saved in:
9
Investment performance and tracking efficiency of Indian equity exchange traded funds
Alamelu, L.
;
Goyal, Nisha
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10014251555
Saved in:
10
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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