The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns
Author:
Affiliation:
1. Department of Finance; University of Cincinnati; Cincinnati OH 45221
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference19 articles.
1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects;Amihud;Journal of Financial Markets,2002
2. Path-Dependence of Leveraged ETF Returns;Avellaneda;SIAM Journal on Financial Mathematics,2010
3. Ben-David , I. F. Franzoni R. Moussawi 2012 ETFs, Arbitrage, and Contagion
4. Bessembinder , H. A. Carrion L. Tuttle K. Venkataraman 2012 Predatory or Sunshine Trading? Evidence from Crude Oil ETF Rolls
5. Liquidity Dynamics across Public and Private Markets;Bond;Journal of International Money and Finance,2012
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