Table of contents - Special Issue: Equity indexing
Guest Editors: Ernest N. Biktimirov
Determinants of tracking error in German ETFs – the role of market liquidity
Friedrich Osterhoff, Christoph KasererThe purpose of this paper is to contribute to a better understanding of the impact of market liquidity on the daily tracking error of exchange-traded funds (ETFs). It puts a…
Leveraged ETF option strategies
William Trainor, Richard GregoryLeveraged exchange traded funds (ETFs) have become increasingly popular since their introduction in 2006. In recent years, options on leveraged ETFs have been promoted as a means…
Cointegration-based trading: evidence on index tracking & market-neutral strategies
Ioannis PapantonisThe purpose of this paper is to present an alternative approach to equity trading that is based on cointegration. If there are long-run equilibria among financial assets, a…
Cyclical comovements of the world equity indexes
Haigang ZhouThe purpose of this paper is to study synchronization in stock index cycles across 82 countries and the linkage between macroeconomic and financial integration and stock market…
Financial integration and diversification benefits: China and ASEAN4 countries
Tung Dao Nguyen, Pana ElisabetaThe strategic partnership between China and ASEAN has resulted in significant financial reforms at the country and regional level. The scale and pace of these changes call for…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson