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Liquidity, style investing and excess comovement of exchange-traded fund returns
Broman, Markus S. - In: Journal of financial markets 30 (2016), pp. 27-53
Persistent link: https://www.econbiz.de/10011722252
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The economic benefits of market timing the style allocation of characteristic-based portfolios
Ardia, David; Boudt, Kris; Wauters, Marjan - In: The North American journal of economics and finance : a … 37 (2016), pp. 38-62
Persistent link: https://www.econbiz.de/10011672885
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Corporate governance in the presence of active and passive delegated investment
Corum, Adrian Aycan; Malenko, Andrey; Malenko, Nadya - 2020
Persistent link: https://www.econbiz.de/10012300522
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On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos; Tsionas, Mike; Zopounidis, Constantin - 2020
Persistent link: https://www.econbiz.de/10012165614
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Offsetting disagreement and security prices
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong; Yin, Chengxi - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
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Portfolio optimization with tri-objective for index fund management
Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127
Persistent link: https://www.econbiz.de/10013459977
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Is there a dark side to exchange traded funds? : an information perspective
Israeli, Doron; Lee, Charles M. C.; Sridharan, Suhas A. - In: Review of accounting studies 22 (2017) 3, pp. 1048-1083
Persistent link: https://www.econbiz.de/10011742572
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An evaluation of the tracking performance of exchange traded funds (ETFs) : the case of Indian index ETFs
Tripathi, Vanita; Sethi, Aakanksha - In: Vision : the journal of business perspective 26 (2022) 3, pp. 339-350
Persistent link: https://www.econbiz.de/10013387241
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Engaged ETFs and firm performance
El Kalak, Izidin; Hudson, Robert; Tosun, Onur Kemal - In: European financial management : the journal of the … 30 (2024) 3, pp. 1708-1756
Persistent link: https://www.econbiz.de/10014574149
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The liquidity of active ETFs
Pham, Son D.; Marshall, Ben R.; Nguyen, Nhut; … - In: Global finance journal 49 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012887207