Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets-Reference-Cited by-同舟云学术

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Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Todorov Karamfil

Publisher

Elsevier BV

Reference45 articles.

1. Understanding ETNs on VIX Futures

2. Futures-based commodity ETFs when storage is constrained;S Aramonte;BIS Bulletin,2021

3. Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets;C Bardgett;Journal of Financial Economics,2019

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dynamics in the VIX complex;Journal of Futures Markets;2021-11-23

2. Volmageddon and the Failure of Short Volatility Products;Financial Analysts Journal;2021-05-20

3. Trader positions in VIX futures;Journal of Empirical Finance;2021-03

4. The Market Impact of Uninformed Flows: Evidence from the VIX Futures Market;SSRN Electronic Journal;2019

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