Results 31 to 40 of about 20,505 (285)
ETF Arbitrage Under Liquidity Mismatch
Social Science Research Network, 2019 A natural liquidity mismatch emerges when liquid exchange traded funds (ETFs) hold relatively illiquid assets. We provide a theory and empirical evidence showing that this liquidity mismatch can reduce market efficiency and increase the fragility of ...
Kevin Pan, Yao Zeng
semanticscholar +1 more source
Die Bedeutung des Ausdrucks „am Tag …“ in Genesis 2,4 im Rahmen des Pentateuch
Old Testament Essays, 2020 The interpretation of bəjôm in Gen 2:4 as “when” in the sense of an unspecific period of time has often been used as an argument to defend an allegorical or figurative interpretation of the days of creation.
Siegbert Riecker, Hendrik Koorevaar
doaj
ETF Resilience to Uncertainty Shocks: A Cross-Asset Nonlinear Analysis of AI and ESG Strategies
RisksThis study investigates the asymmetric responses of AI and ESG Exchange Traded Funds (ETFs) to geopolitical and financial uncertainty, with a focus on resilience across market regimes.
Cătălin Gheorghe +3 more
semanticscholar +1 more source
Performance-Risk Nexus of Global Low-Rated ETFs During the QE-Tapering Period
Studies in Business and Economics, 2020 This study investigates the performance of 50 global, one star (based on Morningstar rankings), ETFs during the US QE-tapering period starting in October 2014 up to September 2018, using the S&P500 as the market index.
Anastasiadis Panagiotis +3 more
doaj +1 more source
Does Investor Sentiment Influence South African ETF Flows During Different Market Conditions?
EconomiesThe exponential growth in popularity of ETFs over the last three decades has solidified ETFs as an essential component of many investors’ portfolios. Investor sentiment is one of the factors that influence market returns of ETFs during times of market ...
PA Shenjere +2 more
semanticscholar +1 more source
THE EVALUATION OF INVESTMENT INSTRUMENTS ON THE RUSSIAN MARKET OF GOLD
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 A detailed information about gold investment vehicles has been presented in this article, investment attractiveness has been pointed out, the advantages and disadvantages of every suggested vehicle have been determined, as well as a comparative cost ...
Vitaly T. Borisovich +1 more
doaj +1 more source
IMPLEMENTATION OF ALTERNATIVE INDEX WEIGHTING TO WARSAW STOCK EXCHANGE
Copernican Journal of Finance & Accounting, 2017 Exchange Traded Funds are the fastest growing segment of investment management business. Over last eleven years ETF’s AUM grew over 2,000% This paper explores growing popularity of this investment vehicle and getting to the genesis of index tracking ...
Kamil Nowak
doaj +1 more source
1 John’s Contribution To Contemporary Research On Organisational Resilience
Scandinavian Journal for Leadership & TheologyWhile the church is often colloquially described as one of the world’s most resilient institutions, a literary review into the concept of organisational resilience reveals a lack of theological reflection about such resilience.
Kristina Patring
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Pairs trading strategy of ETF based on mixture Copula(基于混合Copula的ETF配对交易策略)
Zhejiang Daxue xuebao. Lixue ban, 2016 配对交易是一种非常普遍的投资策略，被广泛应用于金融市场.距离法和协整法在配对交易策略中使用最普遍，然而，这2种方法只能描述股票之间的线性相关结构.本文基于3类基本的阿基米德Copula函数构成的混合Copula,定量刻画了资产之间的条件相关性，给出了新的配对交易策略，并将其运用于高频ETF市场.实证分析表明，新的策略可以捕获更多相依信息，得到更多的交易机会.
SHENYinfang(沈银芳) +2 more
doaj +1 more source
A Universal and Actionable Measure of Corporate Sustainability for Strategic Decision Making
Business Strategy and the Environment, EarlyView.ABSTRACT Managers require a universal, comparable, and decision‐useful measure of corporate sustainability that can reliably inform business strategy, yet such a tool remains absent in the literature and current practice. This paper introduces a comprehensive and operational metric—grounded in Goertz's Basic Framework for developing social science ...
Mariapia Pazienza +2 more
wiley +1 more source