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Analysis of the performance of the diamonds ETF around a glitch in the computation of the Dow Jones Industrial Average Index

Ivanov, Stoyu I. - In: Global journal of international business research 4 (2011) 4, pp. 1-12

Persistent link: https://www.econbiz.de/10009387775

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

Analysis of the effects of pre announcement of S&P 500 index changes

Ivanov, Stoyu I. - In: The international journal of business and finance … 7 (2013) 5, pp. 1-10

Persistent link: https://www.econbiz.de/10009741771

The effects of crisis on the cointegration between the S&P 100 and the S&P 500 indexes

Ivanov, Stoyu I. - In: The international journal of finance 23 (2011) 2, pp. 6783-6797

Persistent link: https://www.econbiz.de/10009655894

Quantitative analysis of the price discovery in the NAFTA stock markets

Ivanov, Stoyu I. - In: Global journal of finance and banking issues 4 (2010) 4, pp. 1-14

Persistent link: https://www.econbiz.de/10008826249

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

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

Analysis of the Effects of Pre-Announcement of S&P 500 Index Changes

Ivanov, Stoyu I. - 2013

In this study we attempt to answer the question – does the start of pre-announcing of S&P 500 index changes in October 1989 have an effect on the trading pattern of added or deleted firms? We document that prior to October 1989 the excess returns of added or deleted firms follow a white noise...

Persistent link: https://www.econbiz.de/10013082313

Analysis of the probability of deletion of S&P 500 companies : survival analysis and neural networks approach

Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 191-201

Persistent link: https://www.econbiz.de/10008688960

An empirical examination of currency ETFs tracking error

Ivanov, Stoyu I. - In: International journal of bonds and derivatives 1 (2015) 4, pp. 333-368

Persistent link: https://www.econbiz.de/10011546750