[HTML][HTML] Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises
We contrast the interventions conducted by the Federal Reserve in response to the
subprime and COVID–19 crises with respect to their effectiveness in reducing disaster risk …
subprime and COVID–19 crises with respect to their effectiveness in reducing disaster risk …
Recent developments in exchange‐traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
N Charupat, P Miu - Managerial Finance, 2013 - emerald.com
Purpose–The purpose of this paper is to provide a brief review of three strands of the
literature on exchange‐traded funds. Design/methodology/approach–The paper starts with a …
literature on exchange‐traded funds. Design/methodology/approach–The paper starts with a …
Inefficiencies in the pricing of exchange-traded funds
A Petajisto - Financial Analysts Journal, 2017 - Taylor & Francis
The prices of exchange-traded funds (ETFs) can deviate significantly from their net asset
values (NAVs), in spite of the arbitrage mechanism that allows authorized participants to …
values (NAVs), in spite of the arbitrage mechanism that allows authorized participants to …
[BOOK][B] Exchange-traded funds and the new dynamics of investing
AN Madhavan - 2016 - books.google.com
In Exchange-Traded Funds and the New Dynamics of Investing, Ananth Madhavan
examines the quiet transformation of asset management through the rise of passive or index …
examines the quiet transformation of asset management through the rise of passive or index …
Exchange-traded funds, persistence in tracking errors and information dissemination
S Shin, G Soydemir - Journal of Multinational Financial Management, 2010 - Elsevier
We estimate tracking errors from 26 exchange-traded funds (ETFs) utilizing three different
methods and test their relative performance using Jensen's model. We find that tracking …
methods and test their relative performance using Jensen's model. We find that tracking …
ETF arbitrage, non-fundamental demand, and return predictability
Non-fundamental demand shocks have significant effects on asset prices, but observing
these shocks is challenging. We use the exchange-traded fund (ETF) primary market to …
these shocks is challenging. We use the exchange-traded fund (ETF) primary market to …
[BOOK][B] The exchange-traded funds manual
GL Gastineau - 2010 - books.google.com
Full coverage of ETF investments from an expert in the field The initial edition of Gary
Gastineau's The Exchange-Traded Fund Manual was one of the first books to describe and …
Gastineau's The Exchange-Traded Fund Manual was one of the first books to describe and …
[PDF][PDF] Price dynamics and liquidity of exchange-traded funds
A Madhavan, A Sobczyk - Journal of Investment …, 2016 - centerforfinancialstability.org
Exchange-traded funds (ETFs) have grown substantially in diversity, market significance,
and size in recent years. As a consequence, there is increased interest by practitioners in …
and size in recent years. As a consequence, there is increased interest by practitioners in …
Do ETFs increase volatility?
We study whether exchange traded funds (ETFs)—an asset of increasing importance—
impact the volatility of their underlying stocks. Using identification strategies based on the …
impact the volatility of their underlying stocks. Using identification strategies based on the …
Exchange traded funds: History, trading, and research
L Deville - Handbook of financial engineering, 2008 - Springer
One of the most spectacular successes in financial innovation since the advent of financial
futures is probably the creation of exchange traded funds (ETFs). As index funds, they aim at …
futures is probably the creation of exchange traded funds (ETFs). As index funds, they aim at …