Results 21 to 30 of about 2,043 (256)
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
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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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Economic Commentary (Federal Reserve Bank of Cleveland), 2012 ETFs are one of the most successful financial innovations of the last few decades. As a new, rapidly growing, and increasingly complex financial instrument, ETFs might raise concerns about the risk they pose to financial stability. While they do not seem to pose a threat at this time, ETFs did expose a weakness in U.S.
openaire +1 more source
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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Time-frequency connectedness between climate exchange-traded funds and climate policy uncertainty
Borsa Istanbul ReviewGlobal warming pressures legislators to alter climate policies to steer the world economy on a path with a net zero carbon footprint. This study examines the returns and volatility connectedness and the spillover of climate exchange-traded funds with ...
Mohammad Enamul Hoque +4 more
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The impact of passive portfolio management on international financial market
Acta Universitatis Lodziensis. Folia Oeconomica, 2015 The growing importance of the passive portfolio management is one of the most important trends in the international financial market in the last two decades.
Tomasz Miziołek
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Support system for speculation by exchange trades funds
Mokslas: Lietuvos Ateitis, 2022 The paper examines the possibilities of speculating in exchangetraded funds by using artificial intelligence. The main goal of the research is to create a support system for speculative decisionmaking for investors operating in exchange-traded funds ...
Gediminas Tumaševičius +1 more
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Participants’ Knowledge about Exchange Traded Funds: An Evidence from Karachi Stock Exchange
JISR Management and Social Sciences & Economics, 2013 This study investigates and highlights the factors differentiating professional investors from retail investors, causing overall deficiency in overall investors’ knowledge about Exchange Traded Funds at Karachi Stock Exchange.
Arshad Khan, Syed Farhan Shakeel
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International Journal of Financial StudiesThis paper examines the efficiency of alternative energy equity Exchange-Traded Funds (ETFs) and conventional energy equity ETFs from 2018 to 2020, utilizing a combination of an output-oriented Slack-Based Data Envelopment Analysis (DEA) model and ...
Carla Oliveira Henriques +2 more
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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
doaj +1 more source