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The Exchange‐Traded Funds Manual
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The Exchange‐Traded Funds Manual (2010)The Exchange‐Traded Funds ManualShort-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity (2021)Short-Selling Equity Exchange…Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries (2021)Reshaping financial systems: …New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies (2018)New technologies and diffusio…Short Selling ETFs (2016)Short Selling ETFsRecent developments in exchange‐traded fund literature (2013)Recent developments in exchan…The Effect of ETFs on Stock Liquidity (2011)The Effect of ETFs on Stock L…Price volatility and tracking ability of ETFs (2009)Price volatility and tracking…Handbook of Financial Engineering (2008)Handbook of Financial Enginee…Exchange Traded Funds: Performance and Competition (2008)Exchange Traded Funds: Perfor…Exchange Traded Funds: History, Trading, and Research (2008)Exchange Traded Funds: Histor…Hedging index exchange traded funds (2007)Hedging index exchange traded…Country-specific ETFs: An efficient approach to global asset allocation (2007)Country-specific ETFs: An eff…Cubes and the individual investor (2004)Cubes and the individual inve…Japan and Hong Kong Exchange-Traded Funds (ETFs): Discounts, Returns, and Trading Strategies (2003)Japan and Hong Kong Exchange-…Exchange Traded Funds: A New Investment Option for Taxable Investors (2002)Exchange Traded Funds: A New …Equity Index Funds Have Lost Their Way (2002)Equity Index Funds Have Lost …Does the Stock Market Overreact? (1985)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)The performance and trading characteristics of exchange-traded funds (2006)Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading (2012)The Journal of Financial Planning (1977)Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)A Mean/Variance Analysis of Tracking Error (1992)All that glitters is not gold. 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(2014)Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns? (2019)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Regime switching correlation hedging (2010)Hedging crude oil using refined product: A regime switching asymmetric DCC approach (2014)The role of investor sentiment in the long-term correlation between U.S. stock and bond markets (2018)PORTFOLIO SELECTION* (1952)Continuous Auctions and Insider Trading (1985)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)A Dynamic Equilibrium Model of ETFs (2016)The effect of ETFs on financial markets: a literature review (2020)Investor Sentiment and the Closed-End Fund Puzzle (1991)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1997)Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets (2011)A taxonomy of the 'dark side' of financial innovation: the cases of high frequency trading and exchange traded funds (2012)How ETFs Amplify the Global Financial Cycle in Emerging Markets (2023)Financial Innovation: The Last Twenty Years and the Next (1986)Financial innovation and first-mover advantages (1989)Costly Search and Mutual Fund Flows (1998)Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds (2011)An Empirical Analysis of Exchange-Traded Funds (2012)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The Pricing of Options and Corporate Liabilities (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Using High-Frequency Data in Dynamic Portfolio Choice (2008)IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection (2010)
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  • 2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries40 cited
  • 2016Short Selling ETFs40 cited
  • 2021Short-Selling Equity Exchange Traded Funds and Its Effect on Stock Market Liquidity31 cited
  • 2004Cubes and the individual investor

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31 cited
  • 2018New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies30 cited