Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-2 of 2
Keywords: Exchange traded products
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Journal:
Journal of Accounting Literature
Journal of Accounting Literature (2025) 47 (5): 694–701.
Published: 21 November 2025
...Michael O'Neill; Gulasekaran Rajaguru Purpose The authors investigate the elasticity between VIX exchange traded products (ETPs)–including ETNs (VXX, XIV and TVIX) and ETFs (VIXY, SVXY and UVXY)–and VIX Futures. Design/methodology/approach This study applies quantile regression to uncover...
Journal Articles
Journal:
Journal of Accounting Literature
Journal of Accounting Literature (2024) 46 (2): 153–169.
Published: 12 April 2023
...Michael O'Neill; Gulasekaran Rajaguru Purpose The authors analyse six actively traded VIX Exchange Traded Products (ETPs) including 1x long, −1x inverse and 2x leveraged products. The authors assess their impact on the VIX Futures index benchmark. Design/methodology/approach Long-run causal...
