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~person:"Davies, Shaun William"
~person:"Ivanov, Stoyu I."
~person:"Madhavan, Ananth"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Index derivative
27
Indexderivat
27
Investment Fund
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6
Börsenkurs
6
Share price
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exchange traded funds
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tracking error
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Davies, Shaun William
Ivanov, Stoyu I.
Madhavan, Ananth
Tang, Hongfei
7
Blitz, David
6
Xu, Xiaoqing Eleanor
6
Frazzini, Andrea
5
Hamilton, James D.
5
Wu, Jing Cynthia
5
Chen, Mei-Ping
4
Huij, Joop
4
Lee, Chien-chiang
4
Pedersen, Lasse Heje
4
Rompotis, Gerasimos G.
4
Swinkels, Laurens
4
Bouri, Elie
3
Chen, Jo-hui
3
Da, Zhi
3
De-Losso, Rodrigo
3
Fulkerson, Jon A.
3
Hassan, M. Kabir
3
Krause, Timothy A.
3
Miu, Peter
3
Peterburgsky, Stanley
3
Alkhatib, Akram
2
Alves, Carlos
2
Andreu, Laura
2
Bai, Qing
2
Barnhart, Scott W.
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Bayatb, Tayfur
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Bello, Zakri
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Broman, Markus S.
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Buetow, Gerald W.
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Carroll, Mark G.
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Cavalcante Júnior, Elias
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Ceretta, Paulo Sergio
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Charupat, Narat
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Czauderna, Katrin
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DiLellio, James A.
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Duanmu, Jun
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Journal of financial and quantitative analysis : JFQA
1
Journal of risk finance : the convergence of financial products and insurance
1
Review of finance : journal of the European Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
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Speculation sentiment
Davies, Shaun William
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
7
,
pp. 2485-2515
Persistent link: https://www.econbiz.de/10013428928
Saved in:
2
ETF arbitrage, non-fundamental demand, and return predictability
Brown, David C.
;
Davies, Shaun William
;
Ringgenberg, …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
4
,
pp. 937-972
Persistent link: https://www.econbiz.de/10012594627
Saved in:
3
Does Trading by ETF and Mutual Fund Investors Hurt Performance? Evidence from Time- and Dollar-Weighted Returns
Madhavan, Ananth
-
2019
This paper analyzes the “return gap” between dollar-weighted returns that account for intermediate investor flows (internal rate of return) and buy-and-hold returns that funds typically report. Our sample constitutes all US-domiciled open-end mutual funds and exchange-traded funds (ETFs),...
Persistent link: https://www.econbiz.de/10012899230
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
Study of REIT ETF beta
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10011628415
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