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  • Search: subject_exact:"Exchange traded fund"
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Year of publication
Subjects
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Index derivative 313 Indexderivat 313 USA 82 United States 81 Volatilität 63 Volatility 62 Portfolio-Management 60 Portfolio selection 58 Indexfonds 57 Investmentfonds 46 Investment Fund 44 Welt 35 World 35 Anlageverhalten 34 Behavioural finance 34 Börsenkurs 30 Deutschland 30 Germany 30 Share price 30 Aktienindex 27 Stock index 27 Capital income 24 Kapitaleinkommen 24 Theorie 24 Theory 24 Commodity speculation 23 Rohstoffspekulation 23 Commodity derivative 22 Estimation 22 Rohstoffderivat 22 Schätzung 22 Kapitalanlage 21 Financial analysis 18 Finanzanalyse 18 ETF 16 Financial investment 16 Financial product 14 Finanzprodukt 14 Hedging 14 Ernährungssicherung 13
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Online availability
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Free 66 Undetermined 10
Type of publication
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Article 202 Book / Working Paper 154 Journal 2
Type of publication (narrower categories)
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Article in journal 177 Aufsatz in Zeitschriften 177 Graue Literatur 65 Non-commercial literature 65 Arbeitspapier 54 Working Paper 54 Hochschulschrift 28 Thesis 28 Dissertation 27 Article in book 13 Aufsatz im Buch 13 Collection of articles of several authors 7 Handbook 7 Handbuch 7 Sammelwerk 7 Collection of articles written by one author 5 Glossar enthalten 5 Glossary included 5 Sammlung 5 Dissertation u.a. Prüfungsschriften 3 Case study 2 Fallstudie 2 Magazin 2 Article 1 Commentary 1 Kommentar 1 Lehrbuch 1 Market information 1 Marktinformation 1 Survey 1 Übersichtsarbeit 1
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Language
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English 282 German 69 Undetermined 10 French 3 Lithuanian 1
Persons
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Pies, Ingo 23 Glauben, Thomas 9 Will, Matthias Georg 9 McAleer, Michael 8 Chang, Chia-Lin 7 Ivanov, Stoyu I. 6 Rompotis, Gerasimos G. 6 Röder, Klaus 6 Prehn, Sören 5 Schmidhammer, Christoph 5 Abner, David J. 4 Ben-David, Itzhak 4 Franzoni, Francesco 4 Moussawi, Rabih 4 Tse, Yiuman 4 Andersen, Torben G. 3 Chung, Huimin 3 Deng, Geng 3 Deville, Laurent 3 Ferri, Richard A. 3 Gresse, Carole 3 Kinateder, Harald 3 Kommer, Gerd 3 Lang, Stephanie E. 3 Lobe, Sebastian 3 Madhavan, Ananth Narayan 3 Madura, Jeff 3 McCann, Craig 3 Yavaş, Burhan Fatih 3 Amenc, Noël 2 Braun, Gregor 2 Charupat, Narat 2 Chau, Frankie 2 Chen, Tao 2 Choi, Hankyeung 2 Cummins, Mark 2 Deesomsak, Rataporn 2 Dheeriya, Prakash L. 2 Fusari, Nicola 2 Gastineau, Gary L. 2
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Institutions
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Verlag Dr. Kovač 2 Books on Demand GmbH <Norderstedt> 1 Campus-Verlag <Frankfurt, Main> 1 Division of Economics, Nanyang Technological University 1 FinanzBuch Verlag 1 Helmut-Schmidt-Universität 1 Henley Business School, University of Reading 1 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 1 Nomos Verlagsgesellschaft 1 Shaker Verlag GmbH 1 Socionet 1 Springer-Verlag GmbH 1 Steinbeis-Hochschule Berlin 1 Université Paris-Dauphine (Paris IX) 1 Verlagshaus Monsenstein & Vannerdat OHG 1 Vytautas Magnus University 1 Wiley-VCH 1
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Published in...
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The journal of investing 16 Diskussionspapier 11 Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg 10 The journal of futures markets 10 The journal of asset management 9 The journal of alternative investments 8 Working paper 7 Discussion paper 6 Managerial finance 5 Applied financial economics 4 Bloomberg financial series 4 Econometric Institute research papers 4 Journal of banking & finance 4 Review of quantitative finance and accounting 4 The review of financial studies 4 Corporate finance 3 International review of financial analysis 3 Investment management and financial innovations 3 Journal of financial markets 3 Journal of investment management : JOIM 3 Research paper series 3 Schriftenreihe Finanzmanagement 3 The Chinese economy 3 The North American journal of economics and finance : a journal of financial economics studies 3 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 3 Wiley finance 3 Wiley finance series 3 American journal of finance and accounting 2 Applied economics 2 Applied economics letters 2 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 2 Discussion paper / Centre for Economic Policy Research 2 Economic modelling 2 European financial management : the journal of the European Financial Management Association 2 Focus-Money 2 International journal of economics and finance 2 Journal of securities operations & custody 2 Research in international business and finance 2 Review of Pacific Basin financial markets and policies 2 The IUP journal of applied finance : IJAF 2
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Sources
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ECONIS (ZBW) 331 RePEc 13 USB Cologne (EcoSocSci) 12 BASE 1 EconStor 1
Showing 1 - 50 of 358
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Monetary policy and currency returns : the foresight saga
Borisneko, Dmitrij S.; Pozdeev, Igor - 2017 - This draft: May 2017
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Leveraged ETF options implied volatility paradox : a statistical study
Härdle, Wolfgang; Nasekin, Sergey; Hong, Zhiwu - 2016
In this paper, we study the statistical properties of the moneyness scaling transformation by Leung and Sircar (2015). This transformation adjusts the moneyness coordinate of the implied volatility smile in an attempt to remove the discrepancy between the IV smiles for levered and unlevered ETF...
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How are VIX and stock index ETF related?
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2016 - Revised: February 2016
As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong relationship between the S&P500 Composite Index...
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How are VIX and stock index ETF related?
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2016
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Essays on asset management and asset liability management
Bolla, Lidia - 2016
Die Dissertation umfasst drei Artikel aus den Bereichen Asset Liability Management und Asset Management. Im ersten Artikel entwerfen wir einen Liability Benchmark, welcher zur Beurteilung der Anlage von Pensionskassen dient. Die relative Rendite der Strategischen Asset Allokation (SAA) im...
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Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
Chang, Chia-Lin; Liu, Chia-ping; McAleer, Michael - 2016 - Revised: June, 2016
The agricultural and energy industries are closely related, both biologically and financially. The paper discusses the relationship and the interactions on price and volatility, with special focus on the covolatility spillover effects for these two industries. The interaction and covolatility...
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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016
There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural gas spot markets, a large number of hedging strategies...
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Is there a dark side to exchange traded funds (ETFs)? : an information perspective
Israeli, Doron; Lee, Charles M. C.; Sridharan, Suhas A. - 2016 - Current Draft: May 10, 2016
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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016
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An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin; McAleer, Michael; Wang, Chien-Hsun - 2016 - Revised: June, 2016
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An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-ling; McAleer, Michael; Wang, Chien-Hsun - 2016 - Revised: June, 2016
It is well known that that there is an intrinsic link between the financial and energy sectors, which can be analyzed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other's subsequent volatility in both spot and futures markets....
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Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin; Liu, Chia-Ping; McAleer, Michael - 2016 - Revised: June, 2016
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Exchange Traded Funds (ETFs)
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2016
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
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Hunger durch Agrarspekulation? : zur Geschichte eines Fehl-Alarms
Pies, Ingo - 2016
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Exchange traded funds (ETFs)
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2016
Over two decades, ETFs have become one of the most popular investment vehicle among retail and professional investors due to their low transaction costs and high liquidity, taking market share from traditional investment vehicles such as mutual funds and index futures. Research has shown that in...
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Hunger durch Agrarspekulation? : zur Geschichte eines Fehl-Alarms
Pies, Ingo - 2016
Dieser Text wurde für die Bundeszentrale für Politische Bildung (bpb) verfasst. Er stellt in stark geraffter Thesenform dar, dass und warum die gegen Indexfonds gerichteten Vor-würfe haltlos sind: Indexfonds sind keine Hungermacher. Die im letzten Jahrzehnt zu beobachtenden starken...
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Kommentar zur Spekulation mit Agrarrohstoffen : eine Replik auf Christian Conrad
Pies, Ingo - 2015
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Oil price forecasting using crack spread futures and oil exchange traded funds
Choi, Hankyeung; Leatham, David J.; Sukcharoen, Kunlapath - In: Contemporary economics 9 (2015) 1, pp. 29-44
Given the emerging consensus from previous studies that crude oil and refined product (as well as crack spread) prices are cointegrated, this study examines the link between the crude oil spot and crack spread derivatives markets. Specifically, the usefulness of the two crack spread derivatives...
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Price effects from the financialization of agricultural commodity markets
Grosche, Stephanie-Carolin - 2015
Supposed portfolio benefits of commodities and the increased availability of commodity linked investment products such as index funds contribute to a financialization of agricultural commodity markets. The parallel increase in price levels and short-term volatility for almost all major...
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Essays on actively and passively managed financial products
Meinhardt, Christian - 2015
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Option data, missing tails, and the intraday variation of implied moments
Ivanovas, Anselm - 2015
The risk-neutral distribution of returns, implied by S&P 500 option prices, has been a popular topic of research for many years. Because of its forward-looking nature, it gives valuable insights into the expectation and risk attitude of investors. The moments of this distribution condense...
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The counterparty risk exposure of ETF investors
Hurlin, Christophe (contributor);  … - 2015
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Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - 2015
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International asset allocations and capital flows : the benchmark effect
Raddatz, Claudio E.; Schmukler, Sergio L.; Williams, Tomás - 2015
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Green exchange-traded fund performance appraisal using slacks-based DEA models
Tsolas, Ioannis E.; Charles, Vincent - In: Operational research : an international journal 15 (2015) 1, pp. 51-77
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A dynamic equilibrium model of ETFs
Malamud, Semyon - 2015
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Kommentar zur Spekulation mit Agrarrohstoffen : eine Replik auf Christian Conrad
Pies, Ingo - 2015
Dieser Kommentar zum Beitrag von Christian Conrad im Österreichischen BankArchiv erläutert den Hintergrund der strittigen Auseinandersetzung um die Agrarspekulation und kritisiert drei Punkte, die einer konstruktiven Auseinandersetzung nicht förderlich sind.
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Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew; Scott, David W.; Ensor, Katherine Bennett - In: Journal of mathematical finance 5 (2015) 5, pp. 457-479
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An empirical examination of currency ETFs tracking error
Ivanov, Stoyu I. - In: International journal of bonds and derivatives 1 (2015) 4, pp. 333-368
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Einfach richtig Geld verdienen mit ETFs
Engst, Judith - 2017 - 1. Auflage
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Exchange-Traded Funds : eine empirische Analyse der Tracking Effizienz
Zimmermann, Kevin - 2017
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Asset price dynamics : shocks and regimes
MacLean, Leonard C.; Zhao, Yonggan - In: Optimal financial decision making under uncertainty, (pp. 35-53). 2017
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Volatilitätsderivate - Funktionsweise und Verwendung in der Praxis
Henn, Eric Tobias - 2017
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Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen - 2017
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VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer; Molnár, Peter; Samdal, Sven R. - In: The journal of futures markets 37 (2017) 2, pp. 164-183
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Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P. - In: The journal of futures markets 37 (2017) 2, pp. 184-208
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Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 277-303
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Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes - 2017
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European exchange trading funds trading with locally weighted support vector regression
Sermpinis, Georgios; Stasinakis, Charalampos; Rosillo, … - In: European journal of operational research : EJOR 258 (2017) 1, pp. 372-384
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International diversification through iShares and their rivals
Cao, Jie; Fu, Rao; Jin, Yong - In: Journal of risk 19 (2016/17) 3, pp. 25-55
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The challenges of ETFs and their underlying constituents
Wallace, Damien; McIver, Ron; Ramiah, Vikash - In: Financial management : methods, outcomes and challenges, (pp. 91-112). 2017
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Assessing tracking risk of ETFs in India : an empirical study on selected index ETFs
Sarkar, Swapan - In: Research bulletin / The Institute of Cost Accountants … 42 (2016/17) 4, pp. 23-37
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Rohstoffe, Derivate und Investoren : Analyse der Wirkzusammenhänge in Theorie und Realität
Wanner, Markus - 2017
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Short-term market risks implied by weekly options
Andersen, Torben G.; Fusari, Nicola; Todorov, Viktor - In: The journal of finance : the journal of the American … 72 (2017) 3, pp. 1335-1386
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What is the expected return on the market?
Martin, Ian - In: The quarterly journal of economics 132 (2017) 1, pp. 367-433
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Premiums and discounts of exchanged-traded funds
Badenhorst, Wessel M. - In: South African journal of accounting research 31 (2017) 2, pp. 212-222
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"Smart Beta" zwischen Fakt und Fiktion : wie smart sind alternative Indizes wirklich?
Doering, Philipp; Kaltofen, Daniel - In: Corporate finance : Finanzierung, Kapitalmarkt, … 8 (2017) 5/6, pp. 148-154
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Exchange traded commodities : eine Analyse der Abbildungsgenauigkeit und möglicher Einflussfaktoren
Stelly, Simon; Möbius, Christian - In: Corporate finance : Finanzierung, Kapitalmarkt, … 8 (2017) 5/6, pp. 155-163
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Beta as a determinant of investor activity in sector exchange-traded funds
Peltomäki, Jarkko - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 137-145
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