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The pricing and performance of leveraged exchange-traded funds · Study

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ArticleThe pricing and performance of leveraged exchange-traded funds

Narat Charupat2010

Article2010

The pricing and performance of leveraged exchange-traded funds

Narat Charupat · Peter Miu

122 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1996Do Brokerage Analysts' Recommendations Have Investment Value?2002The market for borrowing stock 2007Which Shorts Are Informed?2007Are small investors naive about incentives?2004Limited arbitrage and short sales restrictions: evidence from the options markets 2006Value of analyst recommendations: International evidence 2006Premiums-Discounts and Exchange Traded Funds 2009The Dynamics of Leveraged and Inverse Exchange-Traded Funds

Cited by

2010Understanding the risk of leveraged ETFs 2013Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds 2019Intraday Arbitrage Between ETFs and their Underlying Portfolios 2013Recent developments in exchange‐traded fund literature 2018Do leveraged ETFs really amplify late-day returns and volatility?2013Fixing a Leaky Fixing: Short‐Term Market Reactions to the London PM Gold Price Fixing

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Year2010

Typearticle

Published2010-09-22

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations122

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2010.09.012

openalex_workW1982575755

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2012

Performance of Exchange-Traded Funds in India

2018Leveraged Funds and the Shadow Cost of Leverage Constraints