Narrow search
Showing 1 - 10 of 14,359
Cover Image
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
Cover Image
Have exchange traded funds influenced commodity market volatility?
Corbet, Shaen; Twomey, Cian - In: International journal of economics and financial issues … 4 (2014) 2, pp. 323-335
Persistent link: https://www.econbiz.de/10010520048
Cover Image
Diversification and idiosyncratic volatility puzzle : evidence from ETFs
Duanmu, Jun; Hur, Jungshik; Li, Yongjia - In: Research in international business and finance 71 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015062053
Cover Image
Can active investment managers beat the market? : a study from the U.S. large cap equity segment
Šindelář, Jiří - In: Finance research letters 50 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014234108
Cover Image
Index trading and portfolio risk
Kvamvold, Joakim; Lindset, Snorre - In: Journal of economics and finance 41 (2017) 1, pp. 78-99
Persistent link: https://www.econbiz.de/10011795595
Cover Image
The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China
Xu, Liao; Gao, Han; Shi, Yukun; Zhao, Yang - In: Economic modelling 85 (2020), pp. 400-408
Persistent link: https://www.econbiz.de/10012210698
Cover Image
Why are "true" active managers essential for markets?
Galakis, John - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10012595945
Cover Image
Swing pricing calibration : using ETFs to infer swing factors for mutual funds
Anadu, Kenechukwu; Levin, John; Liu, Victoria Xueyao; … - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 30-40
Persistent link: https://www.econbiz.de/10014576149
Cover Image
Investor attention, ETF returns, and country-specific factors
Lee, Chien-Chiang; Chen, Mei-Ping; Lee, Chi-Chuan - In: Research in international business and finance 56 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Cover Image
Investor sentiment and volatility of exchange-traded funds : evidence from China
Yang, Chunpeng; Chi, Jun - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 668-680
Persistent link: https://www.econbiz.de/10014253267