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[1]
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Reshaping financial systems: The role of ICT in the diffusion of financial innovations–Recent evidence from European countries
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2021 |
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[2]
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人工市場を用いたレバレッジド ETF がザラ場市場に与える影響分析
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2020 |
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[3]
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레버리지 및 인버스 ETF 재조정 거래가 주가지수 선물시장에 미치는 영향
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2020 |
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[4]
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Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
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2020 |
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[5]
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Does ETF Ownership Increase S&P 500 Stock Volatility?
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2020 |
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[6]
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OPPORTUNITIES AND RISKS IN THE FINANCIAL INDEX MARKET
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2020 |
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[7]
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The (Under) Performance of Hedge Fund ETFs
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2020 |
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[8]
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Exchange traded funds in Europe and the US: performance and tracking errors
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2020 |
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[9]
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The effect of ETFs on financial markets: a literature review
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2020 |
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[10]
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Can ETFs contribute to systemic risk?
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2019 |
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[11]
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Funds' Correlation and Systemic Relevance: Victim or Victimizer?
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2019 |
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[12]
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Leveraged Long ETFs Tracking France's CAC 40 index: Quantitative Analysis of Rebalancing, Price Deviations and Tracking Errors.
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Thesis,
2019 |
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[13]
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The effect of ETFs on financial markets
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2019 |
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[14]
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상장지수펀드 (ETF) 의 소유지분이 주식시장의 변동성에 미치는 영향
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2019 |
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[15]
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Can EFTs Contribute to Systemic Risk?
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ESRB: Advisory Scientific Committee …,
2019 |
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[16]
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Assessing the performance of American and European leveraged exchange traded funds
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2018 |
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[17]
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Exchange traded funds: leverage and liquidity
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Applied Economics,
2018 |
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[18]
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ETFs and Price Volatility of Underlying Bonds
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2018 |
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[19]
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The Performance of Hedge Fund ETFs
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2018 |
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[20]
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Exchange-Traded Funds (ETFs)
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2018 |
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[21]
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DO LEVERAGED/INVERSE ETFS WAG THE UNDERLYING MARKET? EVIDENCE FROM THE KOREAN STOCK MARKET
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2018 |
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[22]
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Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
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2018 |
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[23]
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Effects of Nikkei 225 ETFs on Stock Markets: Impacts of Purchases by Bank of Japan
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30th Australasian Finance and Banking Conference 2017,
2017 |
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[24]
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臺灣中型 100 指數流動性衡量方法之最佳選擇-以後金融危機為例
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臺灣中興大學學位論文,
2017 |
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[25]
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槓桿型與反向型 ETF 追蹤績效分析與模擬
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臺灣大學學位論文,
2017 |
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[26]
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人工市場シミュレーションを用いたレバレッジド ETF が原資産価格変動に与える影響分析
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人工知能学会第二種研究会資料,
2017 |
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[27]
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日経平均 ETF が現物市場に与える影響
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2016 |
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[28]
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ETF, 槓桿型 ETF 與反向型 ETF 追蹤指數績效之分析
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臺灣逢甲大學學位論文,
2016 |
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[29]
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Analysis of the Impact of Leveraged ETF Rebalancing Trades on the Underlying Asset Market Using Artificial Market Simulation
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2016 |
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[30]
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Essays on financial market structure
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ProQuest Dissertations Publishing,
2016 |
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[31]
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Bond ETFs and Price Volatility of Underlying Securities
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2016 |
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[32]
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BORSA YATIRIM FONLARININ ENDEKS PİYASALARINDA VOLATİLİTE ÜZERİNDEKİ ETKİSİ: İMKB-30 ENDEKSİ ÜZERİNE BİR UYGULAMA
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Dumlup?nar üniversitesi Sosyal Bilimler Dergisi,
2016 |
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[33]
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Exchange-Traded Funds and the New Dynamics of Investing
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2016 |
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[34]
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Exchange Traded Funds and Stock Market Volatility
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SSRN,
2016 |
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[35]
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槓桿型反向型 ETF 每日重新平衡機制之研究
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臺灣大學學位論文,
2016 |
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[36]
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人工市場を用いたレバレッジド ETF が原資産価格変動に与える影響の分析
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経営情報学会 全国研究発表大会要旨集 2015 年秋季全国研究発表大会,
2015 |
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[37]
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Index trading and portfolio risk
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Journal of Economics and Finance,
2015 |
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[38]
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Intraday Share Price Volatility and Leveraged ETF Rebalancing
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Review of Finance,
2015 |
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[39]
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Anomalies in Taylor-Series; and Tracking-Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
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Inverse ETFs and Synthetic ETFs/Funds,
2015 |
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[40]
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Inverse ETFs and Market Quality
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2015 |
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[41]
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Exchange Traded Funds and Market Volatility: The Case of S&P 500
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Available at SSRN 2562704,
2015 |
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[42]
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Three essays on the impact of “rule based” trading activity
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2015 |
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[43]
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槓桿型與反向型 ETF 長短期追蹤績效之研究
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臺灣大學學位論文,
2015 |
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[44]
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Borsa yatırım fonlarının endeks piyasalarında uzun dönemli ilişki ve volatilite üzerindeki etkisi: İMKB-30 endeksi üzerine bir uygulama
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2015 |
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[45]
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Exchange traded funds, market volatility and market efficiency
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2015 |
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[46]
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Fondos cotizados apalancados e inversos apalancados
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Aestimatio: The IEB International Journal of Finance,
2014 |
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[47]
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Leveraged Exchange Traded Funds and Volatility: An Exploratory Discussion
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2014 |
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[48]
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Reports of the Advisory Scientific Committee
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2014 |
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[49]
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Have exchange traded funds influenced commodity market volatility
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2014 |
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[50]
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inverse leveraged exchange traded funds
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2014 |
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[51]
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Have Exchange Traded Funds influenced commodity market volatility?
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International Journal of Economics and Financial Issues,
2014 |
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[52]
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On leveraged and inverse leveraged exchange traded funds
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Aestimatio,
2014 |
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[53]
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Do ETFs Increase Volatility?
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NBER Working Paper No. 20071,
2014 |
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[54]
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Exploring Factors That Enabled Financial Advisors and Their Firms to Improve Professional Performance After 2008
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Dissertations & Theses,Northcentral University,
2014 |
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[55]
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The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns
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Real Estate Economics. Wiley Online Library,
2014 |
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[56]
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Impact of leveraged ETF trading on the market quality of component stocks
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The North American Journal of Economics and Finance. Elsevier,
2014 |
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[57]
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Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securiti
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Managerial Finance,
2013 |
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[58]
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Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
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Doctoral dissertation, Worcester Polytechnic Institute,
2013 |
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[59]
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Do ETFs Increase Stock Volatility?
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NULL
2013 |
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[60]
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股市的低迷与杠杆基金的非理性繁荣——以银华鑫利为例
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技术经济与管理研究,
2013 |
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[61]
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Offene Bachelor-Arbeitsthemen
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Management,
2013 |
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[62]
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The Downturn of Stock Market and the Irrational Exuberance of Leveraged Funds: A Case Study on Yinhuaxinli in SZSE
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Proceedings of 20th International Conference on Industrial Engineering and Engineering Management. Springer Berlin Heidelberg,
2013 |
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[63]
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Are leveraged and inverse ETFs the new portfolio insurers?
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper,
2013 |
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[64]
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Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
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Managerial Finance,
2013 |
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[65]
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Disentangling High-Frequency Traders' Role in ETF Mispricing
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Master’s Thesis,
2013 |
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[66]
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Do ETFs increase stock volatility
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2013 |
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[67]
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Recent developments in exchange‐traded fund literature
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2013 |
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[68]
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ETFs, arbitrage, and shock propagation
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2012 |
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[69]
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Exchange Traded Funds
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Kandidatafhandlinger / Graduate theses,
2012 |
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[70]
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Leveraged ETFs and Intraday Volatility
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NULL
2012 |
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[71]
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The Pricing Efficiency of Leveraged Exchange-Traded Funds
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2012 |
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[72]
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Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity
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Doctoral dissertation, National University of Ireland Maynooth,
2012 |
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[73]
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The Behavior of Premiums/Discounts of Leveraged Exchange-Traded Funds
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N Charupat, P Miu - fma.org,
2012 |
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[74]
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The impact of leveraged and inverse etfs on underlying stock returns
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46th Annual AREUEA Conference Paper,
2012 |
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[75]
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Multifractal Detrended Flucutation Approach for the ETF in Chinese Market
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Management Science and Engineering,
2012 |
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[76]
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ETFs, arbitrage, and contagion
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Fisher College of Business Working Paper Series,
2011 |
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[77]
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Gehebelte und inverse Exchange Traded Funds: Funktionsweise und Modellierung langfristiger Renditen
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Mu?nchen GRIN Verlag GmbH ,
2011 |
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[78]
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Gehebelte und inverse Exchange Traded Funds
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Diplomarbeit, 2011, 121 Seiten,
2011 |
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[79]
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Are Trading Rules Profitable in Exchange-Traded Funds?
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Technology and Investment,
2011 |
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[80]
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Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
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Fisher College of Business Working Paper Series,
2011 |
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[81]
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An Index-Based Measure of Liquidity
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SCU Leavey School of Business Research Paper,
2011 |
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[82]
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Charles A. Dice Center for Research in Financial Economics
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2011 |
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[83]
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Have Exchange Traded Funds influenced commodity market
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Journal of Futures Markets,
2002 |
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