Return and volatility of emerging markets leveraged ETFs
G Rompotis - Journal of Asset Management, 2016 - Springer
This article focuses on the performance and volatility of leveraged Exchange Trade Funds
(ETFs) investing in stock indices from emerging markets. A sample of 12 leveraged and 11 …
(ETFs) investing in stock indices from emerging markets. A sample of 12 leveraged and 11 …
Exchange traded funds in Europe and the US: performance and tracking errors
G Tsalikis - 2020 - dspace.lib.uom.gr
Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …
products of the last two decades. They have become extremely popular both by retail and …
[PDF][PDF] Does the inverse exchange-traded fund trading convey a bearish signal to the market
JC Lin - Investment Management and Financial Innovations, 2016 - irbis-nbuv.gov.ua
This paper investigates whether inverse exchange-traded fund (ETF) trading can predict
future negative underlying index returns. Using inverse ETF's turnover rates and price …
future negative underlying index returns. Using inverse ETF's turnover rates and price …
Fondos cotizados apalancados e inversos apalancados
GG Rompotis - Aestimatio: The IEB International Journal of Finance, 2014 - agora.edu.es
The leveraged and inverse ETFs are the subject of the current paper. At first, a
comprehensive review of the literature on leveraged ETFs is provided. Then, the features …
comprehensive review of the literature on leveraged ETFs is provided. Then, the features …