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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Indexderivat"
~subject:"Share price"
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Indexderivat
Share price
Index derivative
24
Volatility
8
Volatilität
8
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7
Investmentfonds
7
USA
7
United States
7
Anlageverhalten
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Chang, Chia-Lin
7
McAleer, Michael
7
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Tse, Yiuman
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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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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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1
Iseli, Grégoire
1
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Econometric Institute research papers
Journal of banking & finance
Review of quantitative finance and accounting
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
20
The journal of investing
20
International review of financial analysis
19
The journal of trading
18
The review of financial studies
16
Financial services review : the journal of individual financial management
15
Finance research letters
14
The journal of futures markets
14
Applied economics
13
The journal of asset management
13
Applied economics letters
12
NBER working paper series
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
11
Global finance journal
10
Journal of investment management : JOIM
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Managerial finance
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The journal of alternative investments
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Working paper / National Bureau of Economic Research, Inc.
10
International review of economics & finance : IREF
9
NBER Working Paper
9
Pacific-Basin finance journal
9
Investment management and financial innovations
8
Journal of financial markets
8
Research paper series / Swiss Finance Institute
8
The journal of portfolio management : a publication of Institutional Investor
8
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Energy economics
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Journal of financial economics
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The financial review : the official publication of the Eastern Finance Association
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Applied financial economics
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Bloomberg financial series
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Discussion paper / Centre for Economic Policy Research
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European financial management : the journal of the European Financial Management Association
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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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The journal of wealth management
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ECONIS (ZBW)
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1
The impact of ESG risks on corporate value
Cohen, Gil
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1451-1468
Persistent link: https://www.econbiz.de/10014291830
Saved in:
2
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:
3
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
4
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
5
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:
6
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:
7
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
8
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:
9
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
10
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
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