Results 61 to 70 of about 9,046 (243)

ETF Basket-Adjusted Covariance estimation

, 2023
The increase in trading frequency of Exchanged Traded Funds (ETFs) presents a positive externality for financial risk management when the price of the ETF is available at a higher frequency than the price of the component stocks.
Dragun, KirillUGent00021176938680200399906297595081116646ccb761-aafd-11ec-a0f5-90133748f2b6, Sauri, Orimar, Boudt, KrisEB218020030777640000-0002-1000-5142C13D4B2E-2676-11E9-B3C7-45AB5607D3EF, Vanduffel, Steven   +3 more
core   +2 more sources

Порівняльний аналіз ефективності ETF-фондів як інструментів пасивного інвестування

Проблеми сучасних трансформацій. Серія: економіка та управління
В умовах сучасного фінансового ринку ETF-фонди набувають особливого значення завдяки прозорості та доступності для інвесторів. Це обумовлює актуальність дослідження їх ефективності як інструментів пасивного інвестування.
О. О. Захаркін, Л. С. Захаркіна, А. М. Сергеєв   +2 more
doaj   +1 more source

ETF funds

, 2021
ETF fondovi su vrsta investicijskih fondova koji se od nedavno trguju na Zagrebačkoj burzi. U radu su opisane varijacije ETF fondova poput ETN-a, njihova sličnost s investicijskim fondovima te je opisan i prvi ETF fond u Hrvatskoj ...
Hrkać, Matia Luka
core  

Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows

Financial Review, EarlyView.
ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley   +1 more source

Dijkhuizen, Laura & Henk Bakker (red.) (2017), Typisch Evangelisch. Een stroming in perspectief

Religie & Samenleving, 2022
Pieter Boersema
doaj   +1 more source

FOMC Meetings, Monetary Policy Uncertainty, and Mutual Fund Alpha

Financial Markets, Institutions &Instruments, EarlyView.
ABSTRACT We examine the ability of mutual fund managers to generate a positive alpha in a consistent manner around the uncertainty‐generating Federal Open Market Committee (FOMC) meetings. The consistency of active equity mutual funds in generating a positive alpha over the successive FOMC announcements is positively related to future fund flows.
Ali K. Malik, Gonul Colak
wiley   +1 more source

Kannattaako disruptiiviseen teknologiaan sijoittaminen? : Teema ETF-rahastojen ja sektori ETF-rahastojen suoriutumisen vertailu [PDF]

, 2021
This thesis uses data from Thomson Reuters datastream to compare the performance of disruptive technology thematic ETFs and sectoral ETFs to the Standard and Poor’s 500 Composite index from the start of 2015 to the end of 2020.
Andersson, Ville
core  

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

International 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 threshold effect of the Taiwan stock market on ETF under the monetary policy

Technological and Economic Development of Economy
Taiwan’s central bank produces tightening or easing effects by controlling the rediscount rate, which indirectly affects the stock market. An exchange-traded fund (ETF) is a fund that tracks the stock market index.
Tzu-Yi Yang
doaj   +1 more source

Passive investing before and after the crisis: investors' views on exchange-traded funds and competing index products

, 2011
Investment in exchange-traded funds (ETFs) has been remarkably robust in the course of the recent financial crisis. This paper analyzes investors' perceptions of ETFs and other indexing products by comparing the answers to two surveys of ETF users ...
Goltz, F., Schröder, David
core