SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Exchange Traded Funds and Asset Return Correlations · Study

ArticleShelves

ArticleExchange Traded Funds and Asset Return Correlations

Zhi Da2012

OA

Articlegreen2012

Exchange Traded Funds and Asset Return Correlations

Zhi Da · Sophie Shive

266 citations·0/0 files stored·European Financial Management

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 266 citations exist upstream.

References

1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data 2006Investor Sentiment and the Cross‐Section of Stock Returns 1995The Limits of Arbitrage 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1986Do Demand Curves for Stocks Slope Down?2006Investor attention, overconfidence and category learning 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures 2003Style investing

Cited by

2017Exchange-Traded Funds 2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)2020Innovation and Informed Trading: Evidence from Industry ETFs 2020ETF Arbitrage, Non-Fundamental Demand, and Return Predictability 2020All that glitters is not gold. The rise of gaming in the COVID-19 pandemic 2022On index investing

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009Why Do Demand Curves for Stocks Slope Down?article · 8 shared references 2009Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Changearticle · 8 shared references 2007Comovement After Joining an Index: Spillovers of Nonfundamental Effectsarticle · 8 shared references 2015Behavioral Financereview · 7 shared references 2010On the Economic Consequences of Index-Linked Investingpreprint · 7 shared references 2010Limits of Arbitrage: The State of the Theorypreprint · 7 shared references

Details

Year2012

Typearticle

Published2012-01-01

VenueEuropean Financial Management

ISSN-L1354-7798

Languageen

Citations266

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/eufm.12137

openalex_workW3123057134

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2021

Hedging demand and market intraday momentum

2018Indexing and stock market serial dependence around the world