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High-frequency analysis of exchange traded funds' pricing deviation

Ivanov, Stoyu I. - In: Managerial finance 39 (2013) 5, pp. 509-524

Persistent link: https://www.econbiz.de/10009740271

Discretionary deletions from the S&P 500 index : evidence on forecasted and realized

Ivanov, Stoyu I. - In: The international journal of business and finance … 4 (2010) 4, pp. 1-9

Persistent link: https://www.econbiz.de/10008808334

Does ETF arbitrage exist?

Ivanov, Stoyu I. - In: International journal of financial services management … 6 (2013) 3, pp. 252-261

Persistent link: https://www.econbiz.de/10010338901

Discretionary Deletions from the S&P 500 Index : Evidence on Forecasted and Realized Earnings

Ivanov, Stoyu I. - 2011

The literature in the area of index changes finds evidence that index changes are information free events. However, Denis, McConnell, Ovtchinnikov and Yu (2003) find evidence contrary to this theory. This study extends the work of Denis, McConnell, Ovtchinnikov and Yu (2003) in an attempt to...

Persistent link: https://www.econbiz.de/10013123119

The exchange traded funds' pricing deviation : analysis and forecasts

DeFusco, Richard A.; Ivanov, Stoyu I.; Karels, Gordon V. - In: Journal of economics and finance 35 (2011) 2, pp. 181-197

Persistent link: https://www.econbiz.de/10009303140

Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery

Ivanov, Stoyu I.; Jones, Frank Joseph; Zaima, Janis K. - In: Global finance journal 24 (2013) 3, pp. 171-187

Persistent link: https://www.econbiz.de/10010345909

Intraday analysis of currency ETFs

Ivanov, Stoyu I. - In: International journal of managerial finance : IJMF 11 (2015) 4, pp. 438-450

Persistent link: https://www.econbiz.de/10011455223

Price discovery of one security traded in several markets around the world

Ivanov, Stoyu I.; Meshcheryakov, Artem - In: International journal of financial services management … 9 (2018) 1, pp. 14-21

Persistent link: https://www.econbiz.de/10011875698