SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Exchange-Traded Funds
0 references·16 citing·52 second hop
Exchange-Traded Funds (2001)Exchange-Traded FundsReshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries (2021)Reshaping financial systems: …Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs (2021)Frequency spillovers, connect…The effect of ETFs on financial markets: a literature review (2020)The effect of ETFs on financi…Can exchange traded funds be used to exploit industry and country momentum? (2013)Can exchange traded funds be …The behavior of green exchange‐traded funds (2011)The behavior of green exchang…Exchange‐Traded Fund Introductions and Closed‐End Fund Discounts and Volume (2010)Exchange‐Traded Fund Introduc…Handbook of Financial Engineering (2008)Handbook of Financial Enginee…Exchange Traded Funds: History, Trading, and Research (2008)Exchange Traded Funds: Histor…Country-specific ETFs: An efficient approach to global asset allocation (2007)Country-specific ETFs: An eff…The performance and trading characteristics of exchange-traded funds (2006)The performance and trading c…Pricing efficiency of exchange traded funds in Taiwan (2006)Pricing efficiency of exchang…Performance comparison between exchange-traded funds and closed-end country funds (2005)Performance comparison betwee…Basket Securities, Price Formation, and Informational Efficiency (2005)Basket Securities, Price Form…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 …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)Price volatility and tracking ability of ETFs (2009)Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading (2012)Tax management strategies with multiple risky assets (2005)The Exchange‐Traded Funds Manual (2010)The Performance of European Index Funds and Exchange‐Traded Funds (2010)Robo-advisor using genetic algorithm and BERT sentiments from tweets for hybrid portfolio optimisation (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Tracking errors of exchange traded funds (2009)Performance of international and global equity mutual funds: Do country momentum and sector momentum matter? (2014)Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns? (2019)AN INVESTOR EXPECTATIONS STOCK PRICE PREDICTIVE MODEL USING CLOSED‐END FUND PREMIUMS (1973)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Exchange-Traded Funds: A New Investment Option for Taxable Investors (2002)Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs (2014)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)A Mean/Variance Analysis of Tracking Error (1992)Tracking S&P 500 Index Funds (2001)Are Investors Rational? Choices among Index Funds (2004)European Bond ETFs - Tracking Errors and the Sovereign Debt Crisis (2012)Recent developments in exchange‐traded fund literature (2013)Determinants of tracking error in German ETFs – the role of market liquidity (2016)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe (2023)Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies? (2025)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Examining the role of financial innovation on economic growth: Fresh empirical evidence from developing and developed countries (2023)ICT industry innovation: Knowledge structure and research agenda (2023)The impact of green finance on sustainable development: an investigation into national ESG performance (2025)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Measuring Economic Policy Uncertainty* (2016)Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach (2021)Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets (2022)The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective (2024)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)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2008Handbook of Financial Engineering118 cited
  • 2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs112 cited
  • 2005Performance comparison between exchange-traded funds and closed-end country funds106 cited
  • 2008Exchange Traded Funds: History, Trading, and Research101 cited
  • 2002Exchange Traded Funds: A New Investment Option for Taxable Investors90 cited
  • 2003Japan and Hong Kong Exchange-Traded Funds (ETFs): Discounts, Returns, and Trading Strategies85 cited
  • 2020The effect of ETFs on financial markets: a literature review71 cited
  • 2007Country-specific ETFs: An efficient approach to global asset allocation63 cited
  • 2006The performance and trading characteristics of exchange-traded funds55 cited
  • 2021Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries40 cited
  • 2006Pricing efficiency of exchange traded funds in Taiwan38 cited
  • 2010Exchange‐Traded Fund Introductions and Closed‐End Fund Discounts and Volume36 cited
  • 2013Can exchange traded funds be used to exploit industry and country momentum?33 cited
  • 2011The behavior of green exchange‐traded funds

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

32 cited
  • 2004Cubes and the individual investor31 cited
  • 2005Basket Securities, Price Formation, and Informational Efficiency31 cited