Results 31 to 40 of about 568 (208)
Bond Mutual Funds vs. Bond Exchange Traded Funds: Evaluation of Risk Adjusted Performance
Administrative Sciences, 2019 Growing acceptance of passive bond exchange traded funds (ETFs) and actively managed bond mutual funds has exposed the need to find a divide between these two comparatively similar types of instrument.
Jelena Stankevičienė, Ieva Petronienė
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Statistical arbitrage under the efficient market hypothesis
Statistical Theory and Related Fields, 2020 When a financial derivative can be traded consecutively and its terminal payoffs can be adjusted into a stationary time series, there might be a statistical arbitrage opportunity even under the efficient market hypothesis.
Si Bao +4 more
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Sustainable investing exchange-traded funds: US and European market
Journal of Economics and Management, 2019 Aim/purpose – The key aim of the paper is to examine the diffusion of the sustainable investing Exchange-Traded Funds (ETFs) on the European and US ETFs markets, with the special focus on the market shares of sustainable investing and conventional funds.
Marszk Adam
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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
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International Journal of Financial Studies, 2017 In this study, we attempt to identify the asset which has the best hedging characteristics against inflation. We study stock, bond, commodity, real estate and oil indexes. We also study these indexes tracking exchange traded funds (ETFs) to determine the
Stoyu I. Ivanov
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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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Creating Optimal Risk-Return Portfolios With Arbitrage Mechanism Using Exchange Traded Funds
Maliye ve Finans YazılarıExchange traded funds (ETFs) are one of the latest financial innovations widely regarded as significantly better investments than mutual funds due to their lower fee structure and tax efficiency.
Pegah Sobati, Ayben Koy
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ANALYSING EFFICIENCY OF AGGRESSIVE ETF-COMPOSED PORTFOLIO STRATEGIES
Vestnik MGIMO-Universiteta, 2014 The article investigates investment characteristics of Exchange Traded Funds, a unique category of mutual funds which can be traded like any common equity on any stock exchange through authorized broker companies.
A. Zaviyalov
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Pricing Efficiency of Exchange Traded Funds in India
Organizations and Markets in Emerging Economies, 2020 Exchange traded funds (ETFs) have two prices, the market price and the net asset value (NAV) price. ETFs NAV price gets determined by the net value of the constituent assets, whereas the market price of ETFs depends upon the number of units bought or ...
Y V Reddy, Pinkesh Dhabolkar
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