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Market timing using the VIX for style rotation

Boscaljon, Brian; Filbeck, Greg; Zhao, Xin - In: Financial services review : the journal of individual … 20 (2011) 1, pp. 35-44

Persistent link: https://www.econbiz.de/10009248014

Empirical analysis of ETF intraday trading

Li, Mingsheng; Klein, Dan; Zhao, Xin - In: Financial services review : the journal of individual … 21 (2012) 2, pp. 149-176

Persistent link: https://www.econbiz.de/10009692813

Impact of leveraged ETF trading on the market quality of component stocks

Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 28 (2014), pp. 90-108

Persistent link: https://www.econbiz.de/10010461174

Empirical Analysis of ETF Intraday Trading

Li, Mingsheng - 2016

We investigate the trading of benchmark ETFs, leveraged ETFs, and leveraged inverse ETFs that are matched based on their tracking index or sector. We find that ETF trading is very active and average daily trading volume for the most active ETF is more than $25 billion during the period of March...

Persistent link: https://www.econbiz.de/10012986899

Do terms of trade and its volatility matter? : evidence frome economic escalation of China

Jawaid, Syed Tehseen; Raza, Syed Ali - In: Journal of transnational management : the official … 20 (2015) 1, pp. 3-30

Persistent link: https://www.econbiz.de/10011398162

A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets

Boubaker, Heni; Raza, Syed Ali - In: Energy economics 64 (2017), pp. 105-117

Persistent link: https://www.econbiz.de/10011758081

The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility

Raza, Syed Ali; Khan, Komal Akram; Benkraiem, Ramzi; … - In: International review of financial analysis 91 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014446966

Time-frequency causality and connectedness between oil price shocks and the world food prices

Raza, Syed Ali; Guesmi, Khaled; Belaîd, Fateh; Shah, Nida - In: Research in international business and finance 62 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10014247897

Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period : novel evidence from the GARCH-MIDAS approach

Raza, Syed Ali; Masood, Amna; Benkraiem, Ramzi; Urom, … - In: Energy economics 120 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014283194

Do exchange rates fluctuations influence gold price in G7 countries? : new insights from a nonparametric causality-in-quantiles test

Raza, Syed Ali; Shah, Nida; Ali, Muhammad; Shahbaz, Muhammad - In: Zagreb international review of economics & business 24 (2021) 2, pp. 37-57

Persistent link: https://www.econbiz.de/10013177992