Results 11 to 20 of about 845 (205)
COMPARAÇÃO E CLASSIFICAÇÃO DE RISCO ENTRE ETFS E SEUS ÍNDICES DE REFERÊNCIA
Revista Mosaico, 2018 Exchange Traded Funds (ETFs) são fundos negociados em bolsa de valores que foram a poucos anos incorporados no mercado de capitais brasileiro, fato ocorrido apenas em 2004.
Pedro Paulo Melo Arantes +3 more
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Algorithmic setups for trading popular U.S. ETFs
Cogent Economics & Finance, 2020 In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six popular ETFs for the period of the last 20 years.
Gil Cohen
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SSRN Electronic Journal, 2022 Investments in cryptocurrencies (CCs) remain risky due to high volatility. Exchange Traded Funds (ETFs) are a suitable tool to diversify risk and to benefit from the growth of the whole CC sector. We construct an ETF on the CRIX, the CRyptocurrency IndeX that maps the non-stationary CC dynamics closely by adapting its constituents weights dynamically ...
openaire +2 more sources
Mathematics, 2022 We evaluate the environment, society, and corporate governance rating (ESG rating) contribution from a new perspective; the highest ESG rating mitigates the impact of unexpected change in the implied volatility on the systemic stock market risk. For this
Nicolás Magner +2 more
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INVESTMENT PLATFORMS EVOLUTIONS – ETF FUNDS
Copernican Journal of Finance & Accounting, 2017 Investment platforms, despite the short length of service on the Polish market, subject to continuous development. The nucleus of the creation of this product were the umbrella investment funds.
Karol Kraiński
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Influential Factors of the Fixed Income ETFs’ Development in the Tehran Stock Market [PDF]
Iranian Journal of FinanceInvestment fund managers have been trying to provide more attractiveness for investors by earning higher yields and generating liquidity. The investment rate of return of a mutual fund is obtained from the difference between the issuance and redemption ...
Hanieh Hekmat, Shirin Khoshnam
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Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process
American Business Review, 2020 This study empirically investigates the contributions of three crude oil-based exchange-traded funds (ETFs) in the price discovery process. Using daily data on the crude oil spot, near month crude oil futures, and three crude-oil-based ETFs, we analyze ...
Keshab Shrestha +2 more
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Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects
Economies, 2022 Liquidity is important for the stability of financial markets and the growth of national economies. However, the liquidity of financial markets may be influenced by country risk shocks through informational asymmetry, funding constraints, and portfolio ...
Damien Kunjal
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Complex Risk Analysis of Investing in Agriculture ETFs [PDF]
International Journal of Industrial Engineering and Production Research, 2020 The aim of the paper is to present a complex risk analysis of investing in agriculture Exchange Trade Funds (ETFs). The specific characteristics of agricultural investments should be taken into account as from the direct financial investments into ...
Kaminskyi Andrii +2 more
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Gold Exchange Traded Fund - Price Discovery and Performance Analysis
Scientific Annals of Economics and Business, 2018 The paper aims to examine the price discovery process and the performance of Gold Exchange Traded Funds especially with respect to two Gold ETFs, namely, Goldman Sachs Gold Exchange Traded Scheme (GoldBeEs) and SBI Gold Exchange Traded Scheme (SBIGETS ...
Mallika Mathew, Sulphey M. M.
doaj +1 more source