Implicit leverage: Can accrued fees cause levered ETN returns?-Reference-Cited by-同舟云学术

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Implicit leverage: Can accrued fees cause levered ETN returns?

Published:2023-07 Issue: Volume:55 Page:103947
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

John Alexander,DeVault Luke^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference21 articles.

1. ETN closures: an empirical analysis;Alan;J. Beta Invest. Strateg.,2022

2. Volatility exchange-traded notes: curse or cure?;Alexander;J. Altern. Invest.,2013

3. An analysis of exchange traded notes tracking errors with their underlying indexes and indicative values;Aroskar;Appl. Financ. Econ.,2012

4. VIX exchange traded products: price discovery, hedging, and trading strategy;Bordonado;J. Futures Mark.,2017

5. The pricing and performance of leveraged exchange-traded funds;Charupat;J. Bank. Finance,2011

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