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Cross-sectional characteristics of ETFs that affect performance of ETFs
The Korean Data Analysis SocietyThis study investigates how cross-sectional characteristics of ETFs affect the long-term returns of ETFs. We use tracking multiples, underlying market classification, tax type, manager, underlying index, volatility, replication method, classification system, index producer, and underlying asset class as cross-sectional characteristics, all of which are
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Implied volatility information of Chinese SSE 50 ETF options
International Review of Economics and Finance, 2022Dehong Liu
exaly
2011
This thesis deals with exchange traded funds (ETFs). The goal is to explain how different kinds of ETFs work and to find out whether some of them operate inefficiently when it comes to following their benchmarks. The thesis describes the collective investments industry, characteristics and valuation of ETFs, and compares the performance of chosen ...
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This thesis deals with exchange traded funds (ETFs). The goal is to explain how different kinds of ETFs work and to find out whether some of them operate inefficiently when it comes to following their benchmarks. The thesis describes the collective investments industry, characteristics and valuation of ETFs, and compares the performance of chosen ...
openaire +1 more source
The robo-advisor for ETF funds in China: influences and determinants
Procedia Computer Science, 2023Jingyu Li
exaly
Consistent Pricing of Options on ETFs and Options on Inverse ETFs
SSRN Electronic Journal, 2018openaire +1 more source