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~person:"Irwin, Scott H."
~person:"Levy, Ariel"
~person:"Martin, Ian"
~subject:"USA"
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Search: subject_exact:"Indexderivat"
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Index derivative
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Indexderivat
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Risikoprämie
4
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1926-2014
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Irwin, Scott H.
Levy, Ariel
Martin, Ian
McAleer, Michael
9
Ben-David, Itzhak
8
Chang, Chia-Lin
8
Franzoni, Francesco
7
Moussawi, Rabih
7
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5
Rompotis, Gerasimos G.
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3
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Canadian journal of agricultural economics : CJAE
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Review of finance : journal of the European Finance Association
1
The journal of alternative investments
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The quarterly journal of economics
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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
Active flows and passive returns
Levy, Ariel
;
Lieberman, Offer
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 373-401
Persistent link: https://www.econbiz.de/10011590600
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3
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
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4
Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading
Levy, Ariel
;
Lieberman, Offer
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1412-1421
Persistent link: https://www.econbiz.de/10009729094
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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
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