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~isPartOf:"Managerial finance"
~subject:"Behavioural finance"
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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew
;
Lu, Xing
;
MacLeod, Robert W.
; …
- In:
Managerial finance
39
(
2013
)
12
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
Saved in:
2
Does intervalling effect affect ETFs?
Milonas, Nikolaos T.
;
Rompotis, Gerasimos G.
- In:
Managerial finance
39
(
2013
)
9
,
pp. 863-882
Persistent link: https://www.econbiz.de/10009780537
Saved in:
3
On the dynamics of tracking indices by exchange trade funds in the presence of high volatility
Qadan, Mahmod
;
Yagil, Joseph
- In:
Managerial finance
38
(
2012
)
9
,
pp. 708-728
Persistent link: https://www.econbiz.de/10009632458
Saved in:
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