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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of asset management"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Search: subject_exact:"Index derivative"
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Index derivative
25
Indexderivat
25
Investment Fund
12
Investmentfonds
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6
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6
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5
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Buetow, Gerald W.
2
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Lobe, Sebastian
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2
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2
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2
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1
Aldridge, Irene
1
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1
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Review of quantitative finance and accounting
The journal of asset management
The journal of portfolio management : a publication of Institutional Investor
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
Journal of banking & finance
13
Applied economics letters
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Global finance journal
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Journal of investment management : JOIM
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Managerial finance
10
The journal of alternative investments
10
International review of economics & finance : IREF
9
Pacific-Basin finance journal
9
Investment management and financial innovations
8
Journal of financial markets
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Energy economics
7
Journal of financial economics
7
The financial review : the official publication of the Eastern Finance Association
7
Applied financial economics
6
European financial management : the journal of the European Financial Management Association
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
The journal of wealth management
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Cogent economics & finance
5
International journal of economics and finance
5
Research in international business and finance
5
Review of finance : journal of the European Finance Association
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Studies in economics and finance
5
The IUP journal of applied finance : IJAF
5
The journal of asset management : a major new, international quarterly journal for the financial community
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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
Do smart beta ETFs deliver persistent performance?
Mateus, Cesario
;
Mateus, Irina Bezhentseva
;
Soggiu, Marco
- In:
The journal of asset management
21
(
2020
)
5
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012292862
Saved in:
3
The diminished effect of index rebalances
Kappou, Konstantina
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 235-244
Persistent link: https://www.econbiz.de/10011891181
Saved in:
4
The impact of flows into exchange-traded funds : volumes and correlations
Madhavan, Ananth
;
Morillo, Daniel
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 96-107
Persistent link: https://www.econbiz.de/10012260461
Saved in:
5
Return and volatility of emerging markets leveraged ETFs
Rompotis, Gerasimos
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 165-194
Persistent link: https://www.econbiz.de/10011485146
Saved in:
6
The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
Review of quantitative finance and accounting
46
(
2016
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
Saved in:
7
ETF transaction costs are often higher than investors realize
Angel, James Joseph
;
Broms, Todd J.
;
Gastineau, Gary L.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
3
,
pp. 65-75
Persistent link: https://www.econbiz.de/10011685900
Saved in:
8
ETFs, high-frequency trading, and flash crashes
Aldridge, Irene
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011686156
Saved in:
9
The stock price performance of spin-off subsidiaries, their parents, and the spin-off ETF, 2001 - 2013
McConnell, John J.
;
Sibley, Steven E.
;
Xu, Wei
- In:
The journal of portfolio management : a publication of …
42
(
2015
)
1
,
pp. 143-152
Persistent link: https://www.econbiz.de/10011409037
Saved in:
10
Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan
;
Krause, Timothy
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
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