Results 111 to 120 of about 20,505 (285)
Investor Sentiment and ETF Liquidity -Evidence from Asia Markets [PDF]
, 2015 This study aims to analyze the effect of investor’s sentiment on the Exchange Traded Funds(ETF) liquidity, and to capture the variations of investor’s sentiment, the Volatility Index (VIX) is used to observe the market characteristics as a proxy variable.
曾永慶; 李沃牆, 曾永慶
core
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Performance of Islamic and conventional exchange traded funds in Malaysia [PDF]
ETFs have attracted many investors as one of the most innovative products of financial engineering. By virtue of the nascent nature of MyETF-DJIM Titan 25 and FBM 30ETF in Malaysia, comparative performance studies are essential during a financial crisis.
Diaw, Abdou +2 more
core
Regulation &Governance, EarlyView.ABSTRACT We approach public communication of bureaucratic organizations as a means of reputation management and argue that social media communication that abstains from making reference to other agencies is in line with a turf‐protective strategy, whereas communication that seeks to establish a link to other agencies is in line with a strategy to ...
Karina Shyrokykh +2 more
wiley +1 more source
Regulation &Governance, EarlyView.ABSTRACT Governance research shows that cooperation can persist despite dysfunctional state institutions, often through trust‐based mechanisms. This paper extends these debates by examining a complex collective action problem: the engagement of small‐ and medium‐sized enterprises (SMEs) in vocational education and training (VET) in post‐communist ...
Linda Wanklin
wiley +1 more source
The BOJ's ETF purchases and its effects on Nikkei 225 stocks
, 2021 Kimie Harada, Tatsuyoshi Okimoto
semanticscholar +1 more source
Climate Resilience and Sustainability, Volume 5, Issue 2, December 2026.This study reviews the first eight NDC3 submissions (Zambia, Zimbabwe, Lesotho, Japan, New Zealand, Canada, the United Kingdom, and Switzerland), comparing reference points, timeframes, scope, methodologies, ambition, and adaptation indicators. Results show strong mitigation ambition in developed countries but persistent adaptation and implementation ...
Samwel Manyele, Honest Anicetus
wiley +1 more source
Determinants of ETF tracking error in Taiwan ETFs
, 2018 碩士本文尋找出影響ETF追蹤誤差的關鍵獨立變數，並以台灣ETF為主要樣本。本文包含了19檔ETF共1399個樣本數，由於遺漏值的緣故刪除觀察值。本文使用迴歸分析進行實證研究，並將自變數平方後，檢測自變數與應變數間是否有顯著非線性關係。最後將所有自變數與投資人情緒的交乘項放入迴歸模型當中，檢測是否有調節效果。研究結果顯示，我們發現了總費用率、以交易量衡量之ETF流動性、ETF波動性、ETF現金持有比率、ETF申購／贖回淨變化與ETF追蹤誤差呈正相關；ETF發放現金股利 ...
何佳燁;Ho, Chia-Yeh
core +1 more source
From branches to browsers: A comparative analysis of direct and traditional bank clients in Germany
Review of Financial Economics, Volume 44, Issue 4, October 2026.Abstract This study examines retail banking clients with a house bank relationship either to a traditional bank (with a branch network) or a direct bank (without a branch network). Analyzing a representative sample of over 14,000 household‐wave observations from 2011 to 2023 in Germany, we find that direct bank clients tend to be significantly younger,
Martin G. Becker, Andreas Walter
wiley +1 more source
ETF Mission Statement document. ETF Design Center team [PDF]
, 1980 The Mission Statement document describes the results, activities, and processes used in preparing the Mission Statement, facility characteristics, and operating goals for the Engineering Test Facility (ETF). Approximately 100 engineers and scientists from throughout the US fusion program spent three days at the Knoxville Mission Workshop defining the ...
openaire +2 more sources