Results 101 to 110 of about 20,505 (285)
(In)Efficiencies in Latin American ETFs
Cuadernos de Administración, 2017 Este estudio evalúa empíricamente la eficiencia en la valoración de varios ETFs latinoamericanos, expresada en desviaciones de sus precios de mercado frente a los valores liquidativos subyacentes. Se cuantifican tales ineficiencias y se implementa una estrategia de negociación verificada por regresiones basadas en el CAPM y el Modelo Fama-French.
Yvonne Kreis +2 more
openaire +4 more sources
Central Bank Purchases and Corporate Bond Issuance during the Pandemic: The Case of Japan
Journal of Financial Research, EarlyView.Abstract In its massive purchases of corporate bonds during the COVID‐19 pandemic, the Bank of Japan set the maximum eligible remaining maturity at 5 years. I document that during the postpandemic period, Japanese firms increased bond issuance, with the increase concentrated in (1) issuance of bonds with eligible maturities (1–5 years) and (2 ...
Yusuke Tsujimoto
wiley +1 more source
Journal of Financial Research, EarlyView.Abstract I analyze differences between the core and extended trading sessions in the high‐frequency reaction of equity markets to potential news. Using presidential tweets as unanticipated, potentially market‐stirring events, I find that volatility increases and liquidity deteriorates within fractions of a second after a tweet.
Stefan Scharnowski
wiley +1 more source
Short selling ETFs and market performance
Journal of Financial Research, EarlyView.Abstract We examine short selling activity in leveraged Exchange‐Traded Funds (ETFs) and its impact on underlying index performance. Using a novel measure of ETF short exposure, which includes long positions in inverse leveraged ETFs, we document that high short exposure is associated with positive performance in the subsequent period.
Doina C. Chichernea +2 more
wiley +1 more source
Neurophysiological Methods in Accounting and Finance
Journal of International Financial Management &Accounting, EarlyView.ABSTRACT Recent advances in neuroscience have made neurophysiological methods increasingly accessible, creating a timely opportunity to rethink how accounting and financial decisions are studied. Yet accounting and finance research has been slow to exploit its full potential.
Gaia Bassani, Silvio Vismara
wiley +1 more source
ETF-rahastoihin sijoittaminen pitkällä aikavälillä [PDF]
, 2020 Opinnäytetyössä tutkittiin ETF-rahastoihin (Exchange Traded Fund) sijoittamista pitkällä aikavälillä. Se on kvantitatiivinen tutkimus, joka on tehty ETF-rahastojen tilastollisesta datasta.
Tyynelä, Kasperi
core
Journal of Economic Surveys, EarlyView.ABSTRACT This article summarizes the evolution of portfolio theory from mean–variance optimization to AI‐augmented investment systems. Rather than treating portfolio models as isolated techniques, it organizes the literature as a sequence of responses to different forms of uncertainty: variance, systematic risk, expected‐return estimation error ...
Xuan Feng, Sofia Yang
wiley +1 more source
, 2019 This paper examines some well-known indexes of the U.S. equity markets and their Exchange-Traded Funds (ETFs). It demonstrates that both one-sided and two-sided ETF trading contributes to the market efficiency of their underlying indexes, whilst ETF ...
Liao Xu, Xiang-Kang Yin, Jing Zhao
semanticscholar +1 more source
Biofeedback‐Based Therapy in Patients With Myofascial Orofacial Pain and Bruxism: An Umbrella Review
Journal of Oral Rehabilitation, EarlyView.This umbrella review of 11 systematic reviews found that biofeedback may reduce masticatory muscle activity, but its effects on myofascial orofacial pain and bruxism remain uncertain. Methodological limitations, heterogeneous protocols, and predominantly low‐quality evidence underscore the need for rigorous, standardized clinical trials.
Celine Beriger +5 more
wiley +1 more source