Works matching DE "EXCHANGE traded funds"
Results: 901
Are exchange-traded funds better than mutual funds?
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- 2010
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- Publication type:
- Question & Answer
ETFs offer some advantages over mutual funds.
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- 2007
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- Publication type:
- Question & Answer
Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments*.
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- Quarterly Journal of Economics, 2011, v. 126, n. 4, p. 1879, doi. 10.1093/qje/qjr034
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- Article
'What is your name, where do you come from, what is your grade?' Using art-based interviews to highlight the experience of children hosting school tours in Matabeleland North, Zimbabwe.
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- Tourism Recreation Research, 2023, v. 48, n. 6, p. 912, doi. 10.1080/02508281.2022.2133812
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- Article
Green Finance: From Wishful Thinking to Marginal Impact.
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- EconPol Forum, 2023, v. 24, n. 1, p. 8
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- Article
Besteuerung des Gewinns aus der Veräußerung von Gold ETF-Fondsanteilen.
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- FinanzRundschau, 2021, v. 103, n. 21, p. 1041, doi. 10.9785/fr-2021-1032114
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- Article
Feedback Trading Strategy and Investors Behavior in Exchange Traded Fund in Iran.
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- Financial Management Perspective / Chashm/&āz-i Mudīriyyat-i Mālī, 2023, v. 13, n. 42, p. 91, doi. 10.48308/jfmp.2023.103951
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- Article
Arbitrage opportunities between ETFs and their underlying portfolio.
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- Financial Management Perspective / Chashm/&āz-i Mudīriyyat-i Mālī, 2023, v. 13, n. 41, p. 117, doi. 10.48308/jfmp.2023.103912
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- Article
A new structural multivariate GARCH-BEKK Model: Causality of green, sustainable and fossil energy ETFs.
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- Communications in Statistics: Case Studies & Data Analysis, 2022, v. 8, n. 2, p. 215, doi. 10.1080/23737484.2021.2017807
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- Article
Dynamic core-satellite investing using higher order moments: an explicit solution.
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- Quantitative Finance, 2023, v. 23, n. 12, p. 1815, doi. 10.1080/14697688.2023.2269987
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- Article
Leveraged funds: robust replication and performance evaluation.
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- Quantitative Finance, 2023, v. 23, n. 7/8, p. 1155, doi. 10.1080/14697688.2023.2222753
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- Publication type:
- Article
Sparse index tracking using sequential Monte Carlo.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353
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- Publication type:
- Article
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model.
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- Quantitative Finance, 2022, v. 22, n. 2, p. 241, doi. 10.1080/14697688.2021.1939116
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- Publication type:
- Article
Kelly investing with downside risk control in a regime-switching market.
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- Quantitative Finance, 2022, v. 22, n. 1, p. 75, doi. 10.1080/14697688.2021.1993617
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- Publication type:
- Article
Index volatility and the put-call ratio: a tale of three markets.
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- Quantitative Finance, 2020, v. 20, n. 12, p. 1983, doi. 10.1080/14697688.2020.1814009
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- Publication type:
- Article
Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model.
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- Quantitative Finance, 2019, v. 19, n. 11, p. 1839, doi. 10.1080/14697688.2019.1614653
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- Article
Model-driven statistical arbitrage on LETF option markets.
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- Quantitative Finance, 2019, v. 19, n. 11, p. 1817, doi. 10.1080/14697688.2019.1605186
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- Article
Structural minimization of tracking error.
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- Quantitative Finance, 2019, v. 19, n. 3, p. 357, doi. 10.1080/14697688.2018.1527036
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- Publication type:
- Article
Neural network copula portfolio optimization for exchange traded funds.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 761, doi. 10.1080/14697688.2017.1414505
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- Article
Ultra-high-frequency lead-lag relationship and information arrival.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 725, doi. 10.1080/14697688.2017.1414484
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- Publication type:
- Article
The dynamics of leveraged ETFs returns: a panel data study.
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- Quantitative Finance, 2017, v. 17, n. 5, p. 745, doi. 10.1080/14697688.2016.1237035
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- Article
Pricing options on mean reverting underliers.
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- Quantitative Finance, 2017, v. 17, n. 4, p. 497, doi. 10.1080/14697688.2016.1219764
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- Publication type:
- Article
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities.
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- Quantitative Finance, 2015, v. 15, n. 2, p. 285, doi. 10.1080/14697688.2013.850172
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- Article
Modelling the rebalancing slippage of leveraged exchange-traded funds.
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- Quantitative Finance, 2014, v. 14, n. 9, p. 1503, doi. 10.1080/14697688.2014.916817
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- Article
A look at side-by-side management: evidence from ETFs and mutual funds.
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- Quantitative Finance, 2012, v. 12, n. 11, p. 1637, doi. 10.1080/14697688.2011.630322
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- Article
Basket trading under co-integration with the logistic mixture autoregressive model.
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- Quantitative Finance, 2011, v. 11, n. 9, p. 1407, doi. 10.1080/14697688.2010.506445
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- Article
Tax‐loss selling and the January effect revisited: Evidence from municipal bond closed‐end funds and exchange‐traded funds.
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- Journal of Financial Research, 2024, v. 47, n. 4, p. 1207, doi. 10.1111/jfir.12384
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- Article
Active mutual funds and their passive ETF investments.
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- Journal of Financial Research, 2024, v. 47, n. 2, p. 367, doi. 10.1111/jfir.12368
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- Article
The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs.
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- Journal of Financial Research, 2023, v. 46, n. 4, p. 1103, doi. 10.1111/jfir.12349
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- Article
THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE-TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS.
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- Journal of Financial Research, 2013, v. 36, n. 2, p. 253, doi. 10.1111/j.1475-6803.2013.12010.x
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- Publication type:
- Article
EX-DIVIDEND DAY PRICE BEHAVIOR OF EXCHANGE-TRADED FUNDS.
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- Journal of Financial Research, 2012, v. 35, n. 1, p. 29, doi. 10.1111/j.1475-6803.2011.01308.x
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- Article
On the anomaly tilts of factor funds.
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- Financial Management (Wiley-Blackwell), 2024, v. 53, n. 3, p. 605, doi. 10.1111/fima.12453
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- Article
Are the flows of exchange‐traded funds informative?
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- Financial Management (Wiley-Blackwell), 2022, v. 51, n. 4, p. 1165, doi. 10.1111/fima.12396
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- Article
ETF Competition and Market Quality.
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- Financial Management (Wiley-Blackwell), 2019, v. 48, n. 3, p. 873, doi. 10.1111/fima.12246
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- Publication type:
- Article
COMPLEXITY OF INNOVATIVE FINANCIAL PRODUCTS: THE CASE OF SYNTHETIC EXCHANGE TRADED FUNDS IN EUROPE.
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- Financial Sciences / Nauki o Finansach, 2016, v. 2, n. 27, p. 49, doi. 10.15611/nof.2016.2.04
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- Article
ROLA EXCHANGE TRADED FUND W FUNKCJONOWANIU RYNKU KAPITAŁOWEGO.
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- Economics / Ekonomia, 2012, v. 21, n. 4, p. 342
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- Article
Entering into a community-university collaboration: Reflections from East New York Farms!
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- Journal of Agriculture, Food Systems & Community Development, 2018, v. 8, n. 1, p. 5, doi. 10.5304/jafscd.2018.08A.013
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- Article
THE RISE IN EQUITY EXCHANGE TRADED FUNDS (ETFS): THE CASE OF MOMENTUM.
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- International Journal of Finance & Policy Analysis, 2011, v. 3, n. 2, p. 62
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- Publication type:
- Article
The Effect of Regulations on Stock Market Risk (Volatility) in Nigeria.
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- EMAJ: Emerging Markets Journal, 2022, v. 12, n. 1, p. 94, doi. 10.5195/emaj.2022.255
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- Publication type:
- Article
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data.
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- Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 489, doi. 10.1080/07350015.2015.1052458
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- Publication type:
- Article
Exponential GARCH Modeling With Realized Measures of Volatility.
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- Journal of Business & Economic Statistics, 2016, v. 34, n. 2, p. 269, doi. 10.1080/07350015.2015.1038543
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- Publication type:
- Article
Can Expense Ratios Signal Performance? An Analysis of Equity ETFs & Mutual Funds.
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- American Journal of Undergraduate Research, 2020, v. 16, n. 4, p. 23, doi. 10.33697/ajur.2020.004
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- Publication type:
- Article
Una estrategia para portafolios con Fondos Cotizados.
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- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2012, v. 41, n. 155, p. 417
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- Publication type:
- Article
Beiträge / Articles. Das „internationale Argument" in der Berufsbildungsforschung [The "International Argument" in Vocational Education and Training Research].
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- Bildung und Erziehung, 2024, v. 77, n. 3, p. 320, doi. 10.7788/buer.2024.77.3.320
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- Publication type:
- Article
Blockchain technology for enhancing swift-trust, collaboration and resilience within a humanitarian supply chain setting.
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- International Journal of Production Research, 2020, v. 58, n. 11, p. 3381, doi. 10.1080/00207543.2020.1722860
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- Publication type:
- Article
Evaluating S&P 500 Sector ETFs Using Risk-Adjusted Performance Measures.
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- Journal of Finance, Accounting & Management, 2014, v. 5, n. 1, p. 48
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- Publication type:
- Article
Performance of Some Select Gold Exchange Traded Funds of Banks and Non-Banking Financial Companies in India.
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- IUP Journal of Management Research, 2017, v. 16, n. 4, p. 23
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- Publication type:
- Article
Optimal Inference for Spot Regressions.
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- American Economic Review, 2024, v. 114, n. 3, p. 678, doi. 10.1257/aer.20221338
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- Publication type:
- Article
Performance of renewable and non-renewable exchange-traded funds during heightened uncertainty.
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- Applied Economics, 2024, v. 56, n. 41, p. 4889, doi. 10.1080/00036846.2023.2223852
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- Publication type:
- Article
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500.
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- Applied Economics, 2024, v. 56, n. 31, p. 3684, doi. 10.1080/00036846.2023.2208335
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- Publication type:
- Article