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~person:"Irwin, Scott H."
~person:"Ivanov, Stoyu I."
~person:"Martin, Ian"
~subject:"USA"
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Search: subject_exact:"Indexderivat"
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Index derivative
24
Indexderivat
24
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9
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United States
7
Volatility
7
Volatilität
7
Aktienindex
6
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Rohstoffderivat
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Schätzung
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exchange traded funds
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tracking error
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1926-2014
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ETF options
2
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Irwin, Scott H.
Ivanov, Stoyu I.
Martin, Ian
McAleer, Michael
9
Ben-David, Itzhak
8
Chang, Chia-Lin
8
Franzoni, Francesco
7
Moussawi, Rabih
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Hsieh, Tai-Lin
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Rompotis, Gerasimos G.
5
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Dheeriya, Prakash L.
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Fan, Yuhong
2
Fu, Chengbo
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Fusari, Nicola
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Gurrib, Ikhlaas
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Hackard, James C.
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Hwang, Byoung-Hyoung
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Canadian journal of agricultural economics : CJAE
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1
Journal of risk finance : the convergence of financial products and insurance
1
The international journal of business and finance research : IJBFR
1
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ECONIS (ZBW)
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1
What is the expected return on the market?
Martin, Ian
- In:
The quarterly journal of economics
132
(
2017
)
1
,
pp. 367-433
Persistent link: https://www.econbiz.de/10011752452
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2
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
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3
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 180-194
Persistent link: https://www.econbiz.de/10010337462
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4
Analysis of the portfolio diversification benefits of the US defense industry ETFs
Ivanov, Stoyu I.
;
Payne, Brian C.
- In:
The international journal of finance
24
(
2012
)
1
,
pp. 7085-7094
Persistent link: https://www.econbiz.de/10009745467
Saved in:
5
The impact of index funds in commodity futures markets : a systems approach
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The journal of alternative investments
14
(
2011/12
)
1
,
pp. 40-49
Persistent link: https://www.econbiz.de/10009269780
Saved in:
6
New evidence on the impact of index funds in US grain futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
Canadian journal of agricultural economics : CJAE
59
(
2011
)
4
,
pp. 519-532
Persistent link: https://www.econbiz.de/10009389733
Saved in:
7
The implied volatility of ETF and index options
Ivanov, Stoyu I.
;
Whitworth, Jeff
;
Zhang, Yinlong
- In:
The international journal of business and finance …
5
(
2011
)
4
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009012647
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