Search Results - subject:"Exchange‐traded funds"

Dynamic conditional correlation between green and grey energy ETF markets using cDCC-MGARCH model

Algarhi, Amr Saber - In: Applied economics letters 32 (2025) 6, pp. 835-842

Persistent link: https://www.econbiz.de/10015329872

Passing on the hot potato: The use of ETFs by open-ended funds to manage redemption requests

Dekker, Lennart; Molestina Vivar, Luis; Weistroffer, … - 2024

This paper examines the use of ETFs by open-ended investment funds in the euro area to manage liquidity. We find that during the COVID-19 market turmoil, investment funds were the most run-prone investor type in the market for ETFs. We also show that open-ended funds that faced larger outflows...

Persistent link: https://www.econbiz.de/10015199452

Microstructure implications of ETF arbitrage with custom baskets

Körükmez, Berke - 2024

Exchange-traded funds (ETFs) are typically considered to be passive investment vehicles designed to track a benchmark …

Persistent link: https://www.econbiz.de/10015199490

Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds

Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015191410

Navigating crises : Gold's role as a safe haven for US sectors

Kinateder, Harald; Gurrib, Ikhlaas; Choudhury, Tonmoy - In: Finance research letters 69 (2024) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10015192874

Passing on the hot potato : the use of ETFs by open-ended funds to manage redemption requests

Dekker, Lennart; Molestina Vivar, Luis; Weistroffer, … - 2024

Persistent link: https://www.econbiz.de/10015159578

Microstructure implications of ETF arbitrage with custom baskets

Körükmez, Berke - 2024

Exchange-traded funds (ETFs) are typically considered to be passive investment vehicles designed to track a benchmark …

Persistent link: https://www.econbiz.de/10015168534

The volatility-liquidity dynamics of single-stock ETFs

Zhao, Le; Nguyen, Vinh Huy; Li, Chen - In: Finance research letters 69 (2024) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10015190713

On the anomaly tilts of factor funds

Broman, Markus S.; Moneta, Fabio - In: Financial management : FM 53 (2024) 3, pp. 605-635

Persistent link: https://www.econbiz.de/10015130691

Assessing the circular economy funds : performance, fees, risks, and sustainability

Fang, Fei; Parida, Sitikantha - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-15

funds and exchange-traded funds charge higher fees and take higher risks than their benchmarks. However, they appear to have …

Persistent link: https://www.econbiz.de/10014636310