"Do Leveraged ETFs Increase Volatility"
written by William J. Trainor,
published by Technology and Investment, Vol.1 No.3, 2010
has been cited by the following article(s):
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[5] DO LEVERAGED/INVERSE ETFS WAG THE UNDERLYING MARKET? EVIDENCE FROM THE KOREAN STOCK MARKET
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[10] 日経平均 ETF が現物市場に与える影響
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[12] Analysis of the Impact of Leveraged ETF Rebalancing Trades on the Underlying Asset Market Using Artificial Market Simulation
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[13] Essays on financial market structure
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[14] Bond ETFs and Price Volatility of Underlying Securities
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[15] BORSA YATIRIM FONLARININ ENDEKS PİYASALARINDA VOLATİLİTE ÜZERİNDEKİ ETKİSİ: İMKB-30 ENDEKSİ ÜZERİNE BİR UYGULAMA
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[16] Exchange-Traded Funds and the New Dynamics of Investing
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[17] Exchange Traded Funds and Stock Market Volatility
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[18] 槓桿型反向型 ETF 每日重新平衡機制之研究
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[19] 人工市場を用いたレバレッジド ETF が原資産価格変動に与える影響の分析
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[20] Index trading and portfolio risk
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[21] Intraday Share Price Volatility and Leveraged ETF Rebalancing
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[22] Anomalies in Taylor-Series; and Tracking-Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
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[23] Inverse ETFs and Market Quality
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[24] Exchange Traded Funds and Market Volatility: The Case of S&P 500
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[25] Three essays on the impact of “rule based” trading activity
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[26] 槓桿型與反向型 ETF 長短期追蹤績效之研究
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[27] North American Journal of Economics and Finance
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[28] Reports of the Advisory Scientific Committee
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[29] inverse leveraged exchange traded funds
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[30] Have Exchange Traded Funds influenced commodity market volatility?
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[31] On leveraged and inverse leveraged exchange traded funds
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[32] Do ETFs Increase Volatility?
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[33] Exploring Factors That Enabled Financial Advisors and Their Firms to Improve Professional Performance After 2008
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[34] The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns
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[35] Impact of leveraged ETF trading on the market quality of component stocks
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[36] Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securiti
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[37] Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
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[38] Do ETFs Increase Stock Volatility?
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[39] 股市的低迷与杠杆基金的非理性繁荣——以银华鑫利为例
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[40] Offene Bachelor-Arbeitsthemen
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[41] The Downturn of Stock Market and the Irrational Exuberance of Leveraged Funds: A Case Study on Yinhuaxinli in SZSE
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[42] Are leveraged and inverse ETFs the new portfolio insurers?
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[43] Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
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[44] Disentangling High-Frequency Traders' Role in ETF Mispricing
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[45] Do ETFs increase stock volatility
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[46] ETFs, arbitrage, and shock propagation
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[47] Exchange Traded Funds
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[48] Leveraged ETFs and Intraday Volatility
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[49] The Pricing Efficiency of Leveraged Exchange-Traded Funds
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[50] Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity
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[51] The Behavior of Premiums/Discounts of Leveraged Exchange-Traded Funds
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[52] The impact of leveraged and inverse etfs on underlying stock returns
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[53] Multifractal Detrended Flucutation Approach for the ETF in Chinese Market
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[54] ETFs, arbitrage, and contagion
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[55] Gehebelte und inverse Exchange Traded Funds: Funktionsweise und Modellierung langfristiger Renditen
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[56] Gehebelte und inverse Exchange Traded Funds
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[57] Are Trading Rules Profitable in Exchange-Traded Funds?
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[58] Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
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[59] An Index-Based Measure of Liquidity
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[60] Charles A. Dice Center for Research in Financial Economics
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