Keywords: ETFs
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Journal Articles
Managerial Finance (2021) 47 (5): 687–702.
Published: 07 December 2020
...Ivelina Pavlova Purpose In this paper, the authors examine the interconnectedness of four blockchain exchange-traded funds (ETFs) with other financial markets, such as stocks and cryptocurrencies. Design/methodology/approach A multivariate dynamic conditional correlation model is used to model...
Journal Articles
Managerial Finance (2013) 39 (9): 863–882.
Published: 02 August 2013
...Fotios Pasioura; Chrysovalantis Gaganis; Constantin Zopounidis; Nikolaos T. Milonas; Gerasimos G. Rompotis Purpose This paper aims to investigate the intervalling effect bias in ETFs' systematic risk expressed by beta. The authors' findings reveal the existence of a significant intervalling effect...
Journal Articles
Managerial Finance (2013) 39 (5): 457–475.
Published: 12 April 2013
...Peter Miu; Narat Charupat; Dennis Y. Chung; Karel Hrazdil Purpose The aim of this paper is to examine the informational efficiency of prices of all exchange traded funds (ETFs) that are actively traded on the NYSE Arca, based on methodology developed by Chordia et al. Design...

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