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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

Volatility connectedness between geopolitical risk and financial markets : insights from pandemic and military crisis periods

Banerjee, Ameet Kumar; Sensoy, Ahmet; Goodell, John W. - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10015323727

Traditional assets, digital assets and renewable energy : investigating connectedness during COVID-19 and the Russia-Ukraine war

Goodell, John W.; Yadav, Miklesh Prasad; Ruan, Junhu; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014582163

Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012520119

Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing

Li, Yue; Goodell, John W.; Shen, Dehua - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 113-122

Persistent link: https://www.econbiz.de/10012656244

Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital

Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015327028

Return volatility and trading volume of GameFi

Shi, Guiqiang; Goodell, John W.; Shen, Dehua - In: Journal of behavioral and experimental finance 43 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015076707

Quantile connectedness between sentiment and financial markets : evidence from the S&P 500 twitter sentiment index

Yousaf, Imran; Youssef, Manel; Goodell, John W. - In: International review of financial analysis 83 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013461651