Results 61 to 70 of about 4,220 (191)
When the Fed Sneezes, What Stock Market Catches the Cold?
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?
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 ...
Revista ETF V Revista ETF V
doaj +1 more source
Active ingredients: How actively managed holdings shape target date fund performance and costs
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
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
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
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
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
Aaldert Prins, Hans Krabbendam & Bart Wallet (eds) (2018), Evangelicals in the Low Countries
Pieter Boersema
doaj +1 more source
Short selling ETFs and market performance
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

