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~subject:"Announcement effect"
~subject:"Index derivative"
~subject:"Investmentfonds"
~type_genre:"Conference paper"
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Index derivative
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Indexderivat
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ETFs and information transfer across firms
Bhojraj, Sanjeev
;
Mohanram, Partha
;
Zhang, Suning
- In:
Journal of accounting & economics
70
(
2020
)
2/3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012494839
Saved in:
2
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
3
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
4
Pricing efficiency and performance of exchange traded funds in India
Purohit, Harsh
;
Malhotra, Nidhi
- In:
The IUP journal of applied finance : IJAF
21
(
2015
)
3
,
pp. 16-35
Persistent link: https://www.econbiz.de/10011480730
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