Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Exchange Traded Funds: History, Trading and Research. (2008). DEVILLE, Laurent.
In: Post-Print.
RePEc:hal:journl:halshs-00162223.

Full description at Econpapers || Download paper

Cited: 25

Citations received by this document

Cites: 60

References cited by this document

Cocites: 31

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Predictive Market Making via Machine Learning. (2022). Hawe, Glenn ; Scotney, Bryan ; Wang, Hui ; Haider, Abbas.
    In: SN Operations Research Forum.
    RePEc:spr:snopef:v:3:y:2022:i:1:d:10.1007_s43069-022-00124-0.

    Full description at Econpapers || Download paper

  2. The implications of passive investments for active fund management: International evidence. (2022). Yoshinaga, Claudia Emiko ; Junior, William Eid ; Carneiro, Livia Mendes.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000211.

    Full description at Econpapers || Download paper

  3. Pursuing the aim of Exchange Traded Funds at the time of Covid-19. (2021). Czereszenko, Witalij.
    In: MPRA Paper.
    RePEc:pra:mprapa:111319.

    Full description at Econpapers || Download paper

  4. Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?. (2021). ausloos, marcel ; Bowes, Jordan.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:283-:d:579482.

    Full description at Econpapers || Download paper

  5. Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001153.

    Full description at Econpapers || Download paper

  6. ETFs tracking errors on global markets with consideration of regional diversity. (2020). Dobson, Peter.
    In: MPRA Paper.
    RePEc:pra:mprapa:103695.

    Full description at Econpapers || Download paper

  7. Robo-Advisors: Machine Learning in Trend-Following ETF Investments. (2020). Uctum, Merih ; Baek, Seungho ; Oh, Seok Hee ; Lee, Kwanyong.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:16:p:6399-:d:396505.

    Full description at Econpapers || Download paper

  8. Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

    Full description at Econpapers || Download paper

  9. The pricing efficiency of exchange-traded commodities. (2018). Gerer, Johannes ; Gerl, Anna ; Dorfleitner, Gregor.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:12:y:2018:i:1:d:10.1007_s11846-016-0221-0.

    Full description at Econpapers || Download paper

  10. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Williams, Tomas ; Levy Yeyati, Eduardo ; Converse, Nathan ; Levy-Yeyati, Eduardo.
    In: School of Government Working Papers.
    RePEc:udt:wpgobi:201702.

    Full description at Econpapers || Download paper

  11. How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Williams, Tomas ; Levy Yeyati, Eduardo ; Converse, Nathan ; Levy-Yeyati, Eduardo.
    In: School of Government Working Papers.
    RePEc:udt:wpgobi:2017-12.

    Full description at Econpapers || Download paper

  12. The role of Exchange Traded Funds in the price discovery process of stocks listed on the Botswana Stock Exchange. (2017). Kambeu, Edson.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:6:y:2017:i:1:p:141-148.

    Full description at Econpapers || Download paper

  13. Gross, greed, and ETFs: The case for a microfounded political economy of the investment chain. (2016). Braun, Benjamin.
    In: economic sociology_the european electronic newsletter.
    RePEc:zbw:econso:156075.

    Full description at Econpapers || Download paper

  14. FINANCIAL MARKETS DIFFUSION PATTERNS. THE CASE OF MEXICAN INVESTMENT FUNDS. (2016). Marszk, Adam ; Lechman, Ewa ; Kaur, Harleen .
    In: GUT FME Working Paper Series A.
    RePEc:gdk:wpaper:34.

    Full description at Econpapers || Download paper

  15. TRACING FINANCIAL INNOVATIONS DIFFUSION AND SUBSTITUTION TRAJECTORIES. RECENT EVIDENCE ON EXCHANGE TRADED FUNDS IN JAPAN AND SOUTH KOREA.. (2016). Marszk, Adam ; Lechman, Ewa.
    In: GUT FME Working Paper Series A.
    RePEc:gdk:wpaper:32.

    Full description at Econpapers || Download paper

  16. Impact of Innovative Financial Products on Financial Systems: Exchange Traded Products and the Polish Financial System. (2016). Marszk, Adam.
    In: International Economics.
    RePEc:ann:inecon:y:2016:i:14:p:114-132.

    Full description at Econpapers || Download paper

  17. ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States. (2015). Marszk, Adam ; Lechman, Ewa.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:99:y:2015:i:c:p:355-376.

    Full description at Econpapers || Download paper

  18. Volatility forecast of country ETF: The sequential information arrival hypothesis. (2015). Lee, Chien-Chiang ; Tseng, Tseng-Chan ; Chen, Mei-Ping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:228-234.

    Full description at Econpapers || Download paper

  19. ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States. (2014). Marszk, Adam ; Lechman, Ewa.
    In: MPRA Paper.
    RePEc:pra:mprapa:60654.

    Full description at Econpapers || Download paper

  20. Principles of Monetary System Transformation. (2014). Vysochansky, Volodymyr .
    In: Finance.
    RePEc:nos:wuwpfi:vysochansky_volodymyr.52267-121214_01.

    Full description at Econpapers || Download paper

  21. Reshaping financial systems. New technologies and financial innovations - evidence from the United States, Mexico and Brazil. (2014). Marszk, Adam ; Lechman, Ewa.
    In: GUT FME Working Paper Series A.
    RePEc:gdk:wpaper:20.

    Full description at Econpapers || Download paper

  22. Premiums, discounts and feedback trading: Evidence from emerging markets ETFs. (2014). Charteris, Ailie ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Chau, Frankie .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:35:y:2014:i:c:p:80-89.

    Full description at Econpapers || Download paper

  23. A comparative performance analysis of conventional and Islamic exchange-traded funds. (2013). Alam, Nafis.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:14:y:2013:i:1:d:10.1057_jam.2012.23.

    Full description at Econpapers || Download paper

  24. On Introduction of Sound Money. (2012). Vysochansky, Volodymyr .
    In: Finance.
    RePEc:nos:wuwpfi:vysochansky_volodymyr.52267-270312_01.

    Full description at Econpapers || Download paper

  25. Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets. (2011). Deesomsak, Rataporn ; Chau, Frankie ; Lau, Marco C. K., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:5:p:292-305.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ackert L. F. and Y. S. Tian (1998). The Introduction of Toronto Index Participation Units and Arbitrage Opportunities, Journal of Derivatives, v5(4), 44-53.
    Paper not yet in RePEc: Add citation now
  2. Ackert L. F. and Y. S. Tian (2000). Arbitrage and Valuation in the Market for Standard and Poors Depositary Receipts, Financial Management, v29, 71-87.

  3. Ackert L. F. and Y. S. Tian (2001). Efficiency in Index Options Markets and Trading in Stock Baskets, Journal ofBanking and Finance, v25, 1607-1634.

  4. Amenc M., P. Malaise and L. Martellini (2004). Revisiting Core-Satellite Investing, Journal of Portfolio Management, v31(1), 64-75.
    Paper not yet in RePEc: Add citation now
  5. Arshanapalli B., L. N. Switzer and J. Abersfeld (2002). Index Participation Units and the Structure of Equity Market Demand: Evidence from New Issues and Redemption of SPDRs, working paper.
    Paper not yet in RePEc: Add citation now
  6. Ascioglu A., M. Aydogdu, R. K. Chou and L. P. Kugele (2006). An Analysis of Intraday Patterns in ETF and Common Stock Spreads, working paper.
    Paper not yet in RePEc: Add citation now
  7. Bennet J. and F. J. Kerins, Jr (2003). Exchange Traded Funds: Liquidity and Informed Trading Levels, working paper.
    Paper not yet in RePEc: Add citation now
  8. Biktimirov E. N. (2004). The Effects of Demand on Stock Prices: Evidence from Index Fund Rebalancing, Financial Review, v3 9, 455-472.

  9. Blank, H. and P. Lam (2002). The Development and Evolution of ETFs in North America, Investment & Pensions Europe.
    Paper not yet in RePEc: Add citation now
  10. Boehmer B. and E. Boehmer (2003). Trading your Neighbors ETFs: Competition or Fragmentation?, Journal ofBanking and Finance, v27, 1667-1703.

  11. Bogle J. C. (2004). Convergence: The Great Paradox?, Remarks before The Art of Indexing Conference.
    Paper not yet in RePEc: Add citation now
  12. Broom K. D., R. A. Van Ness and R. S. Warr (2006). Cubes to Quads: The Move of the QQQ ETF from AMEX to NASDAQ, working paper.
    Paper not yet in RePEc: Add citation now
  13. Cherry J. (2004). The Limits of Arbitrage: Evidence from Exchange Traded Funds, working paper, University of California, Berkeley.
    Paper not yet in RePEc: Add citation now
  14. Chu Q. C., W.-L. G. Hsieh and Y. Tse (1999). Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs, International Review of FinancialAnalysis, v8, 2 1-34.
    Paper not yet in RePEc: Add citation now
  15. Chung P. (1991). A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability, Journal of Finance, v46(5), 1791-1809.

  16. Curcio R. J., J. M. Lipka and J. H. Thornton, Jr (2004). Cubes and the Individual Investor, Financial Services Review, v13, 123-138.
    Paper not yet in RePEc: Add citation now
  17. Dellva W. L. (2001). Exchange-Traded Funds Not for Everyone, Journal of Financial Planning, 110-124.
    Paper not yet in RePEc: Add citation now
  18. Deville L. (2003). Impact de lintroduction du tracker Master Share CAC4O sur la relation de parité call-put, Banque etMarchés, 62, 50-57.
    Paper not yet in RePEc: Add citation now
  19. Deville L. (2005). Time to Efficiency in Options Markets and the Introduction of ETFs: Evidence from the French CAC4O Index, working paper, Paris Dauphine University.
    Paper not yet in RePEc: Add citation now
  20. Deville L. and F. Riva (2006). The Efficiency Process in Options Markets: A Survival Analysis Approach, working paper, Paris Dauphine University.
    Paper not yet in RePEc: Add citation now
  21. Deville L., C. Gresse and B. de Séverac (2006). The Introduction of the CAC 40 Master Unit and the CAC 40 Index Spot-Futures Pricing Relationship, working paper, Paris Dauphine University.

  22. Dimson E. and C. Minio-Kozerski (1999). Closed-End Funds: A Survey, Financial Markets, Institutions & Instruments, v8(2).
    Paper not yet in RePEc: Add citation now
  23. Elton E. J., M. J. Gruber, G. Comer and K. Li (2002). Spiders: Where are the Bugs?, Journal of Business, v75(3), 453-472.

  24. Engle R. and D. Sarkar (2006). Premiums-Discounts and Exchange Traded Funds, Journal of Derivatives.
    Paper not yet in RePEc: Add citation now
  25. Fremault A. (1991). Stock Index Futures and Index Arbitrage in a Rational Expectations Model, Journal of Business, v64, 523-547.

  26. Gallagher D. R. and R. Segara (2004). The Performance and Trading Characteristics of Exchange-Traded Funds Funds, working paper, University of New South Wales.
    Paper not yet in RePEc: Add citation now
  27. Gastineau G. L. (2001). Exchange Traded Funds: An Introduction, Journal of Portfolio Management, v27(3), 88-96.
    Paper not yet in RePEc: Add citation now
  28. Gastineau G. L. (2002). The Exchange-Traded Funds Manual, John Wiley & Sons, New York.
    Paper not yet in RePEc: Add citation now
  29. Gastineau G. L. (2004). The Benchmark Index ETF Performance Problem, Journal of Portfolio Management, v30(2), 96-103.
    Paper not yet in RePEc: Add citation now
  30. Gleason K. C., I. Mathur and M. A. Peterson (2004). Analysis of Intraday Herding Behaviour Among the Sector ETFs, Journal of Empirical Finance, vu(S), 68 1-694.
    Paper not yet in RePEc: Add citation now
  31. Gorton G. and G. Pennacchi (1993). Security Baskets and Index-Linked Securities, Journal of Business, v66, 1-27.

  32. Harper J. T., J. Madura and 0. Schnusenberg (2006). Performance Comparison Between Exchange Traded Funds and Closed-End Country Funds, Journal of International Markets, Institutions, and Money, vi 6(2), 104-122.

  33. Hasbrouck J. (1995). One Security, Many Markets: Determining the Contributions to Price Discovery, Journal of Finance, v50(4), 1175-1199.

  34. Hasbrouck J. (2003). Intraday Price Formation in U.S. Equity Index Markets, Journal of Finance, v58(6), 2375-2399.

  35. Hegde S. P. and J. B. McDermott (2004). The Market Liquidity of DIAMONDS, Qs and their Underlying Stocks, Journal of Banking and Finance, v28, 1043-1067.

  36. Hendershott T. and C. M. Jones (2005). Trade-Through Prohibitions and Market Quality, Journal of Financial Markets, v8, 1-23.

  37. Henker T. and M. Martens (2004). Price Discovery in HOLDR Security Baskets and the Underlying Stocks, working paper, University of New South Wales.
    Paper not yet in RePEc: Add citation now
  38. Jares T. E. and A. M. Lavin (2004). Japan and Hong Kong ExchangeTraded Funds (ETF5): Discounts, Returns and Trading Strategies, Journal of Financial Services Research, v25(i), 57-69.
    Paper not yet in RePEc: Add citation now
  39. Kostovetsky L. (2003). Index Mutual Funds and Exchange-Traded Funds, Journal of Portfolio Management, v29(4), 80-92.
    Paper not yet in RePEc: Add citation now
  40. Kumar P. and D. Seppi (1994). Information and Index Arbitrage, Journal of Business, v67, 481-509.

  41. Kurov A. A. and D. J. Lasser (2002). The Effect of the Introduction of Cubes on the Nasdaq100 Index Spot-Futures Pricing Relationship, Journal of Futures Markets, v22(3), 197218.

  42. Lee C. M. C., A. Shleifer and R. Thaler (1991). Investor sentiment and the closed-end fund puzzle, Journal of Finance, v46(i), 75-109.

  43. Madhavan A., M. Richardson and M. Roomans (1997). Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks, Review of Financial Studies, viO, 103S1064.

  44. Madura J. and N. Richie (2004). Overreaction of Exchange-Traded Funds During the Bubble of 1998-2002, Journal of Behavioral Finance, vS(2), 9 1-104.
    Paper not yet in RePEc: Add citation now
  45. Madura J. and N. Richie (2005). Impact of the QQQ on Liquidity, Pricing Efficiency, and Risk of the Underlying Stocks, working paper, Susquehanna University.
    Paper not yet in RePEc: Add citation now
  46. Miffre J. (2004). Country Specific ETFs: An Efficient Approach to Global Asset Allocation, working paper, Cass Business School.
    Paper not yet in RePEc: Add citation now
  47. Miller M. H., J. Muthuswamy and R. E. Whaley (1994). Mean Reversion of S&PS00 Index Basis Changes: Arbitrage Induced or Statistical Illusion?, Journal of Finance, v49(2), 479-513.

  48. Mussavian M. and L. Hirsch (2002). European Exchange-Traded Funds: An overview, Journal ofAlternative Investments, v5, 63-77.
    Paper not yet in RePEc: Add citation now
  49. Park T. H. and Switzer L. N. (1995). Index Participation Units and the Performance of Index Futures Markets, Evidence from the Toronto 35 Index Participation Units Market, Journal of Futures Markets, viS, 187-2000.

  50. Pennathur A. K., N. Delcoure and D. Anderson (2002). Diversification benefits of iShares and closed-end country funds, Journal of Financial Research, v25, 54 1-557.

  51. Peterson M. (2003). Discussion of Trading your Neighbors ETFs: Competition or Fragmentation? by Boehmer and Boehmer, Journal of Banking and Finance, v27, 1705-1709.

  52. Poterba J. M. and J. B. Shoven (2002). Exchange-Traded Funds: A New Investment Option for Taxable Investors, American Economic Review, v92(2), 422-427.

  53. Simon D. P. and J. S. Sternberg (2004). Overreaction and Trading Strategies in European iShares, working paper.
    Paper not yet in RePEc: Add citation now
  54. Subrahmanyam A., (1991). A Theory of Trading in Stock Index Futures, Review of Financial Studies, v4, 17-51.

  55. Switzer L. N., P. L. Varson and S. Zghidi (2000). Standard and Poors Depository Receipts and the Performance of the S&P 500 Index Futures Market, Journal of Futures Markets, v20(8), 705-716.

  56. Thirulamai R. 5. (2003). Active vs. Passive ETFs, working paper.
    Paper not yet in RePEc: Add citation now
  57. Tse Y. and G. Erenburg (2003). Competition for Order Flow, Market Quality, and Price Discovery in the Nasdaq 100 Index Tracking Stock, Journal of Financial Research, v26(3), 301-3 18.

  58. Tse Y., P. Bandyopadhyay and Y.-P. Shen (2006). Intraday Price Discovery in the DJIA Index Markets, working paper.

  59. Van Ness B. F., R. A. Van Ness and R. S. Warr (2005). The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30, Advances in Quantitative Finance and Accounting, v2, 105-128.

  60. Yu L. (2005). Basket Securities, Price Formation and Informational Efficiency, working paper, Notre Dame University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data. (2021). My, Tra ; Do, Bich Ngoc ; Vu, Thinh.
    In: Economic Research Guardian.
    RePEc:wei:journl:v:11:y:2021:i:1:p:130-143.

    Full description at Econpapers || Download paper

  2. The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

    Full description at Econpapers || Download paper

  3. Do Country ETFs Influence Foreign Stock Market Index? Evidence from India ETFs. (2019). Thenmozhi, M ; Narend, S.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:18:y:2019:i:1_suppl:p:s59-s86.

    Full description at Econpapers || Download paper

  4. 151 Trading Strategies. (2018). Serur, Juan Andres ; Kakushadze, Zura.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-030-02792-6.

    Full description at Econpapers || Download paper

  5. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
    In: PhD Thesis.
    RePEc:uts:finphd:34.

    Full description at Econpapers || Download paper

  6. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
    In: PhD Thesis.
    RePEc:uts:finphd:1-2017.

    Full description at Econpapers || Download paper

  7. Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123.

    Full description at Econpapers || Download paper

  8. What drives fund flows to index ETFs and mutual funds? A panel analysis of funds in India. (2016). Thenmozhi, M ; Narend, S.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:43:y:2016:i:1:d:10.1007_s40622-016-0124-6.

    Full description at Econpapers || Download paper

  9. (How) has the market become more efficient?. (2015). Paeglis, Imants ; Bertone, Stephen ; Ravi, Rahul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:54:y:2015:i:c:p:72-86.

    Full description at Econpapers || Download paper

  10. Do leveraged exchange-traded products deliver their stated multiples?. (2014). Loviscek, Anthony ; Xu, Xiaoqing Eleanor ; Tang, Hongfei .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:29-47.

    Full description at Econpapers || Download paper

  11. Premiums, discounts and feedback trading: Evidence from emerging markets ETFs. (2014). Charteris, Ailie ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Chau, Frankie .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:35:y:2014:i:c:p:80-89.

    Full description at Econpapers || Download paper

  12. ETF arbitrage: Intraday evidence. (2013). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3486-3498.

    Full description at Econpapers || Download paper

  13. Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading. (2013). Levy, Ariel ; Lieberman, Offer.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1412-1421.

    Full description at Econpapers || Download paper

  14. THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE-TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS. (2013). Charupat, Narat ; Miu, Peter .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:36:y:2013:i:2:p:253-278.

    Full description at Econpapers || Download paper

  15. What Makes the VIX Tick?. (2012). Zheng, Lin ; Zhou, Yinggang ; Bailey, Warren .
    In: Working Papers.
    RePEc:hkm:wpaper:222012.

    Full description at Econpapers || Download paper

  16. The spillover and leverage effects of ethical exchange traded fund. (2011). Chen, Jo-Hui.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:18:y:2011:i:10:p:983-987.

    Full description at Econpapers || Download paper

  17. Intraday patterns in London listed Exchange Traded Funds. (2011). Park, Keebong ; Chelley-Steeley, Patricia .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:5:p:244-251.

    Full description at Econpapers || Download paper

  18. An analysis of the spillover effects of exchange-traded funds. (2010). C. -Y. Huang, ; J. -H. Chen, ; C.-Y. Huang, .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:9:p:1155-1168.

    Full description at Econpapers || Download paper

  19. The adverse selection component of exchange traded funds. (2010). Chelley-Steeley, Patricia ; Park, Keebong .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:65-76.

    Full description at Econpapers || Download paper

  20. Exchange Traded Funds: History, Trading and Research. (2008). DEVILLE, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00162223.

    Full description at Econpapers || Download paper

  21. Hedging index exchange traded funds. (2008). Alexander, Carol ; Barbosa, A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:2:p:326-337.

    Full description at Econpapers || Download paper

  22. Impact of the QQQ on liquidity and risk of the underlying stocks. (2007). Madura, Jeff ; Richie, Nivine .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:3:p:411-421.

    Full description at Econpapers || Download paper

  23. On the premiums of iShares. (2007). Zhong, Maosen ; Delcoure, Natalya .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:2:p:168-195.

    Full description at Econpapers || Download paper

  24. Minimum Variance Hedging and Stock Index Market Efficiency. (2006). Alexander, Carol ; Barbosa, Andreza.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-04.

    Full description at Econpapers || Download paper

  25. Costly arbitrage and the myth of idiosyncratic risk. (2006). Pontiff, Jeffrey.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:42:y:2006:i:1-2:p:35-52.

    Full description at Econpapers || Download paper

  26. STANDARD & POOR’S DEPOSITARY RECEIPTS AND THE MARKET QUALITY OF S&P 500 INDEX FUTURES. (2006). Kayali, Mustafa Mesut ; Chu, Quentin C..
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:6:y:2006:i:3_8.

    Full description at Econpapers || Download paper

  27. Volatility effect of ETFs on the constituents of the underlying Taiwan 50 Index. (2005). Lin, Ching-Chung ; Chiang, Min-Hsien .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:18:p:1315-1322.

    Full description at Econpapers || Download paper

  28. Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds. (2005). Alexander, Carol ; Barbosa, Andreza.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2005-16.

    Full description at Econpapers || Download paper

  29. The Spider in the Hedge. (2005). Alexander, Carol ; Barbosa, Andreza.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2005-05.

    Full description at Econpapers || Download paper

  30. The market liquidity of DIAMONDS, Qs, and their underlying stocks. (2004). McDermott, John ; Hegde, Shantaram P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:5:p:1043-1067.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-21 12:55:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.