Technology and Investment

Technology and Investment

ISSN Print: 2150-4059
ISSN Online: 2150-4067
www.scirp.org/journal/ti
E-mail: ti@scirp.org
"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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[1] Reshaping financial systems: The role of ICT in the diffusion of financial innovations–Recent evidence from European countries
2021
[2] 人工市場を用いたレバレッジド ETF がザラ場市場に与える影響分析
2020
[3] Does ETF Ownership Increase S&P 500 Stock Volatility?
2020
[4] OPPORTUNITIES AND RISKS IN THE FINANCIAL INDEX MARKET
2020
[5] The (Under) Performance of Hedge Fund ETFs
2020
[6] Exchange traded funds in Europe and the US: performance and tracking errors
2020
[7] The effect of ETFs on financial markets: a literature review
2020
[8] Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
2020
[9] Leveraged Long ETFs Tracking France's CAC 40 index: Quantitative Analysis of Rebalancing, Price Deviations and Tracking Errors.
Thesis, 2019
[10] The effect of ETFs on financial markets
2019
[11] 상장지수펀드 (ETF) 의 소유지분이 주식시장의 변동성에 미치는 영향
2019
[12] Can ETFs contribute to systemic risk?
2019
[13] Funds' Correlation and Systemic Relevance: Victim or Victimizer?
2019
[14] Assessing the performance of American and European leveraged exchange traded funds
2018
[15] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
2018
[16] Exchange traded funds: leverage and liquidity
Applied Economics, 2018
[17] ETFs and Price Volatility of Underlying Bonds
2018
[18] The Performance of Hedge Fund ETFs
2018
[19] Exchange-Traded Funds (ETFs)
2018
[20] DO LEVERAGED/INVERSE ETFS WAG THE UNDERLYING MARKET? EVIDENCE FROM THE KOREAN STOCK MARKET
2018
[21] Effects of Nikkei 225 ETFs on Stock Markets: Impacts of Purchases by Bank of Japan
30th Australasian Finance and Banking Conference 2017, 2017
[22] 臺灣中型 100 指數流動性衡量方法之最佳選擇-以後金融危機為例
臺灣中興大學學位論文, 2017
[23] 槓桿型與反向型 ETF 追蹤績效分析與模擬
臺灣大學學位論文, 2017
[24] 日経平均 ETF が現物市場に与える影響
2016
[25] ETF, 槓桿型 ETF 與反向型 ETF 追蹤指數績效之分析
臺灣逢甲大學學位論文, 2016
[26] Analysis of the Impact of Leveraged ETF Rebalancing Trades on the Underlying Asset Market Using Artificial Market Simulation
2016
[27] Essays on financial market structure
ProQuest Dissertations Publishing, 2016
[28] Bond ETFs and Price Volatility of Underlying Securities
2016
[29] BORSA YATIRIM FONLARININ ENDEKS PİYASALARINDA VOLATİLİTE ÜZERİNDEKİ ETKİSİ: İMKB-30 ENDEKSİ ÜZERİNE BİR UYGULAMA
Dumlup?nar üniversitesi Sosyal Bilimler Dergisi, 2016
[30] Exchange-Traded Funds and the New Dynamics of Investing
2016
[31] Exchange Traded Funds and Stock Market Volatility
SSRN, 2016
[32] 槓桿型反向型 ETF 每日重新平衡機制之研究
臺灣大學學位論文, 2016
[33] 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
経営情報学会 全国研究発表大会要旨集 2015 年秋季全国研究発表大会, 2015
[34] Index trading and portfolio risk
Journal of Economics and Finance, 2015
[35] Intraday Share Price Volatility and Leveraged ETF Rebalancing
Review of Finance, 2015
[36] Anomalies in Taylor-Series; and Tracking-Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
Inverse ETFs and Synthetic ETFs/Funds, 2015
[37] Inverse ETFs and Market Quality
2015
[38] Exchange Traded Funds and Market Volatility: The Case of S&P 500
Available at SSRN 2562704, 2015
[39] Three essays on the impact of “rule based” trading activity
2015
[40] 槓桿型與反向型 ETF 長短期追蹤績效之研究
臺灣大學學位論文, 2015
[41] North American Journal of Economics and Finance
2014
[42] Have exchange traded funds influenced commodity market volatility
2014
[43] Reports of the Advisory Scientific Committee
2014
[44] inverse leveraged exchange traded funds
2014
[45] Have Exchange Traded Funds influenced commodity market volatility?
International Journal of Economics and Financial Issues, 2014
[46] On leveraged and inverse leveraged exchange traded funds
Aestimatio, 2014
[47] Do ETFs Increase Volatility?
NBER Working Paper No. 20071, 2014
[48] Exploring Factors That Enabled Financial Advisors and Their Firms to Improve Professional Performance After 2008
Dissertations & Theses,Northcentral University, 2014
[49] The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns
Real Estate Economics. Wiley Online Library, 2014
[50] Impact of leveraged ETF trading on the market quality of component stocks
The North American Journal of Economics and Finance. Elsevier, 2014
[51] Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securiti
Managerial Finance, 2013
[52] Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
Doctoral dissertation, Worcester Polytechnic Institute, 2013
[53] Do ETFs Increase Stock Volatility?
2013
[54] 股市的低迷与杠杆基金的非理性繁荣——以银华鑫利为例
技术经济与管理研究, 2013
[55] Offene Bachelor-Arbeitsthemen
Management, 2013
[56] The Downturn of Stock Market and the Irrational Exuberance of Leveraged Funds: A Case Study on Yinhuaxinli in SZSE
Proceedings of 20th International Conference on Industrial Engineering and Engineering Management. Springer Berlin Heidelberg, 2013
[57] Are leveraged and inverse ETFs the new portfolio insurers?
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, 2013
[58] Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
Managerial Finance, 2013
[59] Disentangling High-Frequency Traders' Role in ETF Mispricing
Master’s Thesis, 2013
[60] Recent developments in exchange‐traded fund literature
2013
[61] Do ETFs increase stock volatility
2013
[62] ETFs, arbitrage, and shock propagation
2012
[63] Exchange Traded Funds
Kandidatafhandlinger / Graduate theses, 2012
[64] Leveraged ETFs and Intraday Volatility
2012
[65] The Pricing Efficiency of Leveraged Exchange-Traded Funds
2012
[66] Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity
Doctoral dissertation, National University of Ireland Maynooth, 2012
[67] The Behavior of Premiums/Discounts of Leveraged Exchange-Traded Funds
N Charupat, P Miu - fma.org, 2012
[68] The impact of leveraged and inverse etfs on underlying stock returns
46th Annual AREUEA Conference Paper, 2012
[69] Multifractal Detrended Flucutation Approach for the ETF in Chinese Market
Management Science and Engineering, 2012
[70] ETFs, arbitrage, and contagion
Fisher College of Business Working Paper Series, 2011
[71] Gehebelte und inverse Exchange Traded Funds: Funktionsweise und Modellierung langfristiger Renditen
Mu?nchen GRIN Verlag GmbH, 2011
[72] Gehebelte und inverse Exchange Traded Funds
Diplomarbeit, 2011, 121 Seiten, 2011
[73] Are Trading Rules Profitable in Exchange-Traded Funds?
Technology and Investment, 2011
[74] Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
Fisher College of Business Working Paper Series, 2011
[75] An Index-Based Measure of Liquidity
SCU Leavey School of Business Research Paper, 2011
[76] Charles A. Dice Center for Research in Financial Economics
2011
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