Exchange-traded funds and applications.
- Examining Intraday ETF Liquidity: When Should Investors Trade?James J. Rowley, Charles J. Thomas and Ryan E. O’HanlonThe Journal of Index Investing March 2019, 9 (4) 6-17; DOI: https://doi.org/10.3905/jii.2019.9.4.006
- Performance and Risk Analysis of Index-Based ESG PortfoliosGuido Giese, Linda-Eling Lee, Dimitris Melas, Zoltán Nagy and Laura NishikawaThe Journal of Index Investing March 2019, 9 (4) 46-57; DOI: https://doi.org/10.3905/jii.2019.9.4.046
- Portfolio Scoring by Expected Risk PremiumSteven P. Greiner and Stoyan V. StoyanovThe Journal of Portfolio Management March 2019, 45 (4) 83-90; DOI: https://doi.org/10.3905/jpm.2019.45.4.083
- Risk and Performance of Internationally Listed Real Estate ReturnsAlain Coën, Aurélie Desfleurs and Patrick LecomteThe Journal of Wealth Management January 2019, 21 (4) 106-121; DOI: https://doi.org/10.3905/jwm.2019.1.067
- Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading October 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062
- Curve-Fitting Method for Implied VolatilityDesheng Wu and Tianxiang LiuThe Journal of Derivatives November 2018, 26 (2) 19-37; DOI: https://doi.org/10.3905/jod.2018.26.2.019
- Passive Sustainable Funds: The Global LandscapeHortense Bioy and Kenneth LamontThe Journal of Index Investing November 2018, 9 (3) 4-17; DOI: https://doi.org/10.3905/jii.2018.1.063
- Financial ETNs and Certificates on Nordic Power ContractsTarjei KristiansenThe Journal of Index Investing November 2018, 9 (3) 24-36; DOI: https://doi.org/10.3905/jii.2018.9.3.024
- The Impact of Flows into Exchange-Traded Funds: Volumes and CorrelationsAnanth Madhavan and Daniel MorilloThe Journal of Portfolio Management July 2018, 44 (7) 96-107; DOI: https://doi.org/10.3905/jpm.2018.44.7.096
- Fixed Income Index Fund Cash Flows, Yields, and Returns in Dynamic Yield EnvironmentsStephen A. Laipply and Matthew TuckerThe Journal of Index Investing May 2018, 9 (1) 67-83; DOI: https://doi.org/10.3905/jii.2018.1.059
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