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 funds
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
A volatility-match approach to measure performance: the case of socially responsible exchange traded funds (ETFs)
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2021) 22 (1): 34–43.
Published: 25 May 2021
...Manuel Lobato; Javier Rodríguez; Herminio Romero Purpose This study examines the risk-adjusted performance of socially responsible exchange traded funds (SR ETFs) in comparison to conventional ETFs. Design/methodology/approach The main empirical result is based on a risk-adjusted performance...
Journal Articles
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2014) 15 (2): 180–194.
Published: 17 March 2014
... analysis. This helps extend the understanding of exchange traded funds' (ETF') option behavior and contributes to this strand of the ETF literature. In this study we attempt to empirically test the relation between speculation and hedging in segmented markets and suggest that increased market trading...
