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Beta Estimates for Leveraged ETF [PDF]

open access: yes
Leveraged ETF are mandated to provide a multiple of the return on an index for intraday time periods. I present statistical estimates of beta for two leveraged ETF and one index at sampling rates from one to twenty five minute sampling. I find that beta is close to the leverage factor for sampling rates between ten and twenty five minutes, which ...
openaire   +1 more source

The performance of ETFs aligned with sustainable development goals and ESG ETFs

open access: yes, 2022
O objetivo desta dissertação é investigar o desempenho de ETFs ligados aos Objetivos de Desenvolvimento Sustentáveis (ODS) e “Environmental, Social and Governance” (ESG) ETFs em comparação com outros ETFs. O desempenho dos ETFs é avaliado face ao mercado global, de julho de 2010 a setembro de 2021.
openaire   +1 more source

Dissecting the contribution of transposable elements to interphase chromosome structure. [PDF]

open access: yesGenome Biol
Shi L   +10 more
europepmc   +1 more source

COVID-19 pandemic and financial innovations. [PDF]

open access: yesQual Quant, 2022
Salisu AA, Sikiru AA, Omoke PC.
europepmc   +1 more source

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