Results 61 to 70 of about 4,220 (191)

When the Fed Sneezes, What Stock Market Catches the Cold?

open access: yesInternational Finance, EarlyView.
ABSTRACT This paper identifies three indicators of monetary policy surprises—unexpected changes in the federal funds rate, forward guidance and large‐scale asset purchases—and examines their effects on international stock prices using an intraday event study approach.
Carlo Rosa
wiley   +1 more source

The Agencies of the European Union: A Glimmer of Hope for Enlargement?

open access: yesJCMS: Journal of Common Market Studies, EarlyView.
Abstract In recent years, the process of EU enlargement has become increasingly difficult. The longer the process drags on and the less likely accession appears, the more the candidate states are discouraged and the less influential the EU becomes. A different approach to integration must therefore be used.
Matis Poussardin
wiley   +1 more source

Buenas Prácticas

open access: yesEspacio, Tiempo y Forma. Serie V, Historia Contemporánea, 2016
Buenas ...
Revista ETF V Revista ETF V
doaj   +1 more source

Active ingredients: How actively managed holdings shape target date fund performance and costs

open access: yesJournal of Financial Research, EarlyView.
Abstract This paper examines the impact of active funds held by target date funds (TDFs). Results indicate holding more funds with active management benefits TDF performance, on average. The benefit is driven by domestic equity holdings for TDFs that are far from the target date and domestic income holdings for TDFs that are near or past the target ...
D. Eli Sherrill, Kate Upton
wiley   +1 more source

ETF flows on volatility of NAV returns: Evidence from Chinese markets

open access: yesApplied Finance Letters
The main purpose of this study is to empirically investigate the relationship between ETF flows and the volatility of NAV returns in Chinese ETF markets.
Jiayuan Tian   +2 more
doaj   +1 more source

Central Bank Purchases and Corporate Bond Issuance during the Pandemic: The Case of Japan

open access: yesJournal 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

Total expense ratio analysis of exchange traded funds / Biržoje prekiaujamų fondų (ETF) bendrojo išlaidų rodiklio tyrimas

open access: yesMokslas: Lietuvos Ateitis, 2011
As virtual discussion about passive versus active investment heats up, ETF instruments being second biggest investment vehicle (after mutual funds) in United States receive more and more attention. In this paper we perform a cross section, type and style
Lukas Macijauskas
doaj   +1 more source

Social media, high‐frequency trading, and market making after‐hours – Evidence from presidential tweets

open access: yesJournal 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

open access: yesJournal 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

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