Table of contents - Special Issue on Exchange‐Traded Funds
Guest Editors: Peter Miu, Narat Charupat
Recent developments in exchange‐traded fund literature: Pricing efficiency, tracking ability, and effects on underlying securities
Narat Charupat, Peter MiuThe purpose of this paper is to provide a brief review of three strands of the literature on exchange‐traded funds.
Short‐sale constraints and securities lending by exchange‐traded funds
Naresh Bansal, Ryan McKeon, Marko SvetinaThe purpose of this paper is to investigate the extent to which introduction of ETFs reduces short‐sale constraints in their constituent stocks.
Speed of convergence to market efficiency in the ETFs market
Dennis Y. Chung, Karel HrazdilThe aim of this paper is to examine the informational efficiency of prices of all exchange traded funds (ETFs) that are actively traded on the NYSE Arca, based on methodology…
Leveraged and inverse ETF performance during the financial crisis
Pauline M. Shum, Jisok KangLeveraged and inverse ETFs (hereafter leveraged ETFs) have received much press coverage of late due to issues with their performance. Managers and the media have focused…
High‐frequency analysis of exchange traded funds' pricing deviation
Stoyu I. IvanovThe purpose of this study is to extend the work of DeFusco, Ivanov and Karels by examining pricing deviation of DIA, SPY and QQQQ on intradaily basis.
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson