|
[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]
|
레버리지 및 인버스 ETF 재조정 거래가 주가지수 선물시장에 미치는 영향
|
|
2020 |
|
|
|
|
[4]
|
Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
|
|
2020 |
|
|
|
|
[5]
|
Does ETF Ownership Increase S&P 500 Stock Volatility?
|
|
2020 |
|
|
|
|
[6]
|
OPPORTUNITIES AND RISKS IN THE FINANCIAL INDEX MARKET
|
|
2020 |
|
|
|
|
[7]
|
The (Under) Performance of Hedge Fund ETFs
|
|
2020 |
|
|
|
|
[8]
|
Exchange traded funds in Europe and the US: performance and tracking errors
|
|
2020 |
|
|
|
|
[9]
|
The effect of ETFs on financial markets: a literature review
|
|
2020 |
|
|
|
|
[10]
|
Can ETFs contribute to systemic risk?
|
|
2019 |
|
|
|
|
[11]
|
Funds' Correlation and Systemic Relevance: Victim or Victimizer?
|
|
2019 |
|
|
|
|
[12]
|
Leveraged Long ETFs Tracking France's CAC 40 index: Quantitative Analysis of Rebalancing, Price Deviations and Tracking Errors.
|
|
Thesis,
2019 |
|
|
|
|
[13]
|
The effect of ETFs on financial markets
|
|
2019 |
|
|
|
|
[14]
|
상장지수펀드 (ETF) 의 소유지분이 주식시장의 변동성에 미치는 영향
|
|
2019 |
|
|
|
|
[15]
|
Can EFTs Contribute to Systemic Risk?
|
|
ESRB: Advisory Scientific Committee …,
2019 |
|
|
|
|
[16]
|
Assessing the performance of American and European leveraged exchange traded funds
|
|
2018 |
|
|
|
|
[17]
|
Exchange traded funds: leverage and liquidity
|
|
Applied Economics,
2018 |
|
|
|
|
[18]
|
ETFs and Price Volatility of Underlying Bonds
|
|
2018 |
|
|
|
|
[19]
|
The Performance of Hedge Fund ETFs
|
|
2018 |
|
|
|
|
[20]
|
Exchange-Traded Funds (ETFs)
|
|
2018 |
|
|
|
|
[21]
|
DO LEVERAGED/INVERSE ETFS WAG THE UNDERLYING MARKET? EVIDENCE FROM THE KOREAN STOCK MARKET
|
|
2018 |
|
|
|
|
[22]
|
Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
|
|
2018 |
|
|
|
|
[23]
|
Effects of Nikkei 225 ETFs on Stock Markets: Impacts of Purchases by Bank of Japan
|
|
30th Australasian Finance and Banking Conference 2017,
2017 |
|
|
|
|
[24]
|
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 |
|
|
|
|
[25]
|
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 |
|
|
|
|
[26]
|
人工市場シミュレーション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分析
|
|
人工知能学会第二種研究会資料,
2017 |
|
|
|
|
[27]
|
日経平均 ETF が現物市場に与える影響
|
|
2016 |
|
|
|
|
[28]
|
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 |
|
|
|
|
[29]
|
Analysis of the Impact of Leveraged ETF Rebalancing Trades on the Underlying Asset Market Using Artificial Market Simulation
|
|
2016 |
|
|
|
|
[30]
|
Essays on financial market structure
|
|
ProQuest Dissertations Publishing,
2016 |
|
|
|
|
[31]
|
Bond ETFs and Price Volatility of Underlying Securities
|
|
2016 |
|
|
|
|
[32]
|
BORSA YATIRIM FONLARININ ENDEKS PİYASALARINDA VOLATİLİTE ÜZERİNDEKİ ETKİSİ: İMKB-30 ENDEKSİ ÜZERİNE BİR UYGULAMA
|
|
Dumlup?nar üniversitesi Sosyal Bilimler Dergisi,
2016 |
|
|
|
|
[33]
|
Exchange-Traded Funds and the New Dynamics of Investing
|
|
2016 |
|
|
|
|
[34]
|
Exchange Traded Funds and Stock Market Volatility
|
|
SSRN,
2016 |
|
|
|
|
[35]
|
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 |
|
|
|
|
[36]
|
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 |
|
|
|
|
[37]
|
Index trading and portfolio risk
|
|
Journal of Economics and Finance,
2015 |
|
|
|
|
[38]
|
Intraday Share Price Volatility and Leveraged ETF Rebalancing
|
|
Review of Finance,
2015 |
|
|
|
|
[39]
|
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 |
|
|
|
|
[40]
|
Inverse ETFs and Market Quality
|
|
2015 |
|
|
|
|
[41]
|
Exchange Traded Funds and Market Volatility: The Case of S&P 500
|
|
Available at SSRN 2562704,
2015 |
|
|
|
|
[42]
|
Three essays on the impact of “rule based” trading activity
|
|
2015 |
|
|
|
|
[43]
|
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 |
|
|
|
|
[44]
|
Borsa yatırım fonlarının endeks piyasalarında uzun dönemli ilişki ve volatilite üzerindeki etkisi: İMKB-30 endeksi üzerine bir uygulama
|
|
2015 |
|
|
|
|
[45]
|
Exchange traded funds, market volatility and market efficiency
|
|
2015 |
|
|
|
|
[46]
|
Fondos cotizados apalancados e inversos apalancados
|
|
Aestimatio: The IEB International Journal of Finance,
2014 |
|
|
|
|
[47]
|
Leveraged Exchange Traded Funds and Volatility: An Exploratory Discussion
|
|
2014 |
|
|
|
|
[48]
|
Reports of the Advisory Scientific Committee
|
|
2014 |
|
|
|
|
[49]
|
Have exchange traded funds influenced commodity market volatility
|
|
2014 |
|
|
|
|
[50]
|
inverse leveraged exchange traded funds
|
|
2014 |
|
|
|
|
[51]
|
Have Exchange Traded Funds influenced commodity market volatility?
|
|
International Journal of Economics and Financial Issues,
2014 |
|
|
|
|
[52]
|
On leveraged and inverse leveraged exchange traded funds
|
|
Aestimatio,
2014 |
|
|
|
|
[53]
|
Do ETFs Increase Volatility?
|
|
NBER Working Paper No. 20071,
2014 |
|
|
|
|
[54]
|
Exploring Factors That Enabled Financial Advisors and Their Firms to Improve Professional Performance After 2008
|
|
Dissertations & Theses,Northcentral University,
2014 |
|
|
|
|
[55]
|
The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns
|
|
Real Estate Economics. Wiley Online Library,
2014 |
|
|
|
|
[56]
|
Impact of leveraged ETF trading on the market quality of component stocks
|
|
The North American Journal of Economics and Finance. Elsevier,
2014 |
|
|
|
|
[57]
|
Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securiti
|
|
Managerial Finance,
2013 |
|
|
|
|
[58]
|
Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
|
|
Doctoral dissertation, Worcester Polytechnic Institute,
2013 |
|
|
|
|
[59]
|
Do ETFs Increase Stock Volatility?
|
|
NULL
2013 |
|
|
|
|
[60]
|
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 |
|
|
|
|
[61]
|
Offene Bachelor-Arbeitsthemen
|
|
Management,
2013 |
|
|
|
|
[62]
|
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 |
|
|
|
|
[63]
|
Are leveraged and inverse ETFs the new portfolio insurers?
|
|
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper,
2013 |
|
|
|
|
[64]
|
Recent developments in exchange-traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
|
|
Managerial Finance,
2013 |
|
|
|
|
[65]
|
Disentangling High-Frequency Traders' Role in ETF Mispricing
|
|
Master’s Thesis,
2013 |
|
|
|
|
[66]
|
Do ETFs increase stock volatility
|
|
2013 |
|
|
|
|
[67]
|
Recent developments in exchange‐traded fund literature
|
|
2013 |
|
|
|
|
[68]
|
ETFs, arbitrage, and shock propagation
|
|
2012 |
|
|
|
|
[69]
|
Exchange Traded Funds
|
|
Kandidatafhandlinger / Graduate theses,
2012 |
|
|
|
|
[70]
|
Leveraged ETFs and Intraday Volatility
|
|
NULL
2012 |
|
|
|
|
[71]
|
The Pricing Efficiency of Leveraged Exchange-Traded Funds
|
|
2012 |
|
|
|
|
[72]
|
Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity
|
|
Doctoral dissertation, National University of Ireland Maynooth,
2012 |
|
|
|
|
[73]
|
The Behavior of Premiums/Discounts of Leveraged Exchange-Traded Funds
|
|
N Charupat, P Miu - fma.org,
2012 |
|
|
|
|
[74]
|
The impact of leveraged and inverse etfs on underlying stock returns
|
|
46th Annual AREUEA Conference Paper,
2012 |
|
|
|
|
[75]
|
Multifractal Detrended Flucutation Approach for the ETF in Chinese Market
|
|
Management Science and Engineering,
2012 |
|
|
|
|
[76]
|
ETFs, arbitrage, and contagion
|
|
Fisher College of Business Working Paper Series,
2011 |
|
|
|
|
[77]
|
Gehebelte und inverse Exchange Traded Funds: Funktionsweise und Modellierung langfristiger Renditen
|
|
Mu?nchen GRIN Verlag GmbH ,
2011 |
|
|
|
|
[78]
|
Gehebelte und inverse Exchange Traded Funds
|
|
Diplomarbeit, 2011, 121 Seiten,
2011 |
|
|
|
|
[79]
|
Are Trading Rules Profitable in Exchange-Traded Funds?
|
|
Technology and Investment,
2011 |
|
|
|
|
[80]
|
Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
|
|
Fisher College of Business Working Paper Series,
2011 |
|
|
|
|
[81]
|
An Index-Based Measure of Liquidity
|
|
SCU Leavey School of Business Research Paper,
2011 |
|
|
|
|
[82]
|
Charles A. Dice Center for Research in Financial Economics
|
|
2011 |
|
|
|
|
[83]
|
Have Exchange Traded Funds influenced commodity market
|
|
Journal of Futures Markets,
2002 |
|
|
|