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isPartOf:"The journal of investing"
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The journal of investing
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1
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
2
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
3
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
4
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
5
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
6
Mispricing and trading profits in exchange-traded notes
Diavatopoulos, Dean
;
Geman, Hélyette
;
Thukral, Lovjit
; …
- In:
The journal of investing
23
(
2014
)
1
,
pp. 67-78
Persistent link: https://www.econbiz.de/10011312853
Saved in:
7
The dispersion of ETF betas on financial websites
Agrrawal, Pankaj
;
Waggle, Doug
- In:
The journal of investing
19
(
2010
)
1
,
pp. 13-24
Persistent link: https://www.econbiz.de/10003961439
Saved in:
8
Exchange-traded funds : liquidity and informed trading levels
Bennett, James A.
;
Kerins, Francis J.
- In:
The journal of investing
18
(
2009
),
pp. 18-31
Persistent link: https://www.econbiz.de/10003914868
Saved in:
9
ETFs : average tracking error was well contained in 2008
Maister, Dominic
;
Schorr, Mitchell
;
Perlman, David
- In:
The journal of investing
18
(
2009
),
pp. 108-125
Persistent link: https://www.econbiz.de/10003914897
Saved in:
10
Structure of ETFs : differences between first-, second-, and third-generation ETFs
Jheon, Fred
- In:
The journal of investing
18
(
2009
),
pp. 126-131
Persistent link: https://www.econbiz.de/10003914901
Saved in:
11
Premiums and returns of iShares
Rompotis, Gerasimos G.
- In:
The journal of investing
18
(
2009
),
pp. 135-143
Persistent link: https://www.econbiz.de/10003914905
Saved in:
12
Institutional interest in core and niche ETFs
Kang, Richard C.
- In:
The journal of investing
18
(
2009
),
pp. 158-181
Persistent link: https://www.econbiz.de/10003914921
Saved in:
13
The increasing reach of currency exchange-traded products
Harper, Richard
- In:
The journal of investing
18
(
2009
),
pp. 189-200
Persistent link: https://www.econbiz.de/10003914928
Saved in:
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