Results 1 to 10 of about 845 (205)
Two Investment Options for Bearish ETF Investors: Inverse ETF and Shorting ETF [PDF]
International Journal of Financial Studies, 2019 A high liquidity, low expense ratio and the possibility to conduct arbitrage allow exchange-traded funds (ETFs) to be used for short sales. Bearish investors can also buy inverse ETFs.
Božena Chovancová +2 more
doaj +3 more sources
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs [PDF]
Energy Economics, 2023 Muhammad Abubakr Naeem +2 more
exaly +2 more sources
Jurnal Manajemen, 2023 This study aims to determine the analysis of factors that affect the performance of stock and bond-based ETFs on the Indonesian stock exchange. This research was conducted on stock and bond-based ETFs listed on the Indonesian stock exchange for the ...
Eva Aprilia Christi, Pardomuan Sihombing
doaj +1 more source
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS [PDF]
Mathematical Finance, 2014 AbstractThe growth of the exchange‐traded fund (ETF) industry has given rise to the trading of options written on ETFs and their leveraged counterparts (LETFs). We study the relationship between the ETF and LETF implied volatility surfaces when the underlying ETF is modeled by a general class of local‐stochastic volatility models.
Leung, Tim +2 more
openaire +4 more sources
Reaction of Indian Gold Exchange Traded Funds to Covid-19 Cases and Fatalities
International Research Journal of Business Studies, 2021 Exchange Traded Funds (ETFs) are recently popularised new form of financial market instruments that provide benefit of both mutual funds and stocks. Present study investigated if there exists any difference between the average returns of selected Gold ...
Ashima Gaba, Ravinder Kumar
doaj +1 more source
Examining the Performance of Indian Exchange Traded Funds (ETFs) [PDF]
Eurasian Journal of Business and Economics, 2016 Exchange traded funds (ETFs) are known to be a highly attractive mean of investment in today’s financial markets. The present study is an attempt to explain the risk and return features of Indian ETFs and their trading and expense characteristics. The
Naman SETHI
doaj +1 more source
Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
American Business Review, 2023 In this study, we empirically analyze the contributions of three crude oil-based exchange traded funds (ETFs) and the futures contract in hedging crude oil price risk.
Keshab Shrestha +2 more
doaj +1 more source
SSRN Electronic Journal, 2023 AbstractUsing marketable order flow data, we analyze key characteristics of aggregate retail exchange‐traded fund (ETF) investing from 2010 to 2021, including allocations, holding period and investment performance. Retail traders allocate 12% more dollar volume to leveraged and inverse ETFs versus nonretail traders.
David Gempesaw +2 more
openaire +1 more source
Investing In Exchange Traded Funds
Applied Finance Letters, 2014 This article provides an overview of Exchange Traded Funds (ETFs) and discusses their features including creation, redemption, and trading mechanism. The article further describes the 10 broader categories and 96 sub-categories of ETFs, net assets and ...
Imtiaz Mazumder
doaj +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