Exchange-traded funds and applications.
- The Role of ETFs in Active Tax ManagementPaul Bouchey, Jean L.P. Brunel and Tianchuan LiThe Journal of Wealth Management October 2016, 19 (3) 75-86; DOI: https://doi.org/10.3905/jwm.2016.19.3.075
- The Effects of the Chinese Stock Crisis on the U.S.
Exchange-Traded Funds MarketGerasimos G. RompotisThe Journal of Trading September 2016, 11 (4) 33-55; DOI: https://doi.org/10.3905/jot.2016.11.4.033 - ETFs within a Mutual Fund’s PortfolioD. Eli Sherrill, Sara E. Shirley and Jeffrey R. StarkThe Journal of Index Investing August 2016, 7 (2) 6-15; DOI: https://doi.org/10.3905/jii.2016.7.2.006
- Physical versus Futures-Based Replication: The Case of Commodity ETFsGerasimos G. RompotisThe Journal of Index Investing August 2016, 7 (2) 16-37; DOI: https://doi.org/10.3905/jii.2016.7.2.016
- Triage in a Global Financial Crisis: Countries, Sectors, or Stocks?Marshall L. StockerThe Journal of Investing August 2016, 25 (3) 38-47; DOI: https://doi.org/10.3905/joi.2016.25.3.038
- Assessing the True Cost of Strategic-Beta ETFsBen Johnson, Hortense Bioy and Dimitar BoyadzhievThe Journal of Index Investing May 2016, 7 (1) 35-48; DOI: https://doi.org/10.3905/jii.2016.7.1.035
- Performance Analysis of Options-Based Equity Mutual Funds, Closed-End Funds, and Exchange-Traded FundsKeith Black and Edward SzadoThe Journal of Wealth Management April 2016, 19 (1) 51-69; DOI: https://doi.org/10.3905/jwm.2016.19.1.051
- The Implied Convexity of VIX FuturesRobert T. Daigler, Brice Dupoyet and Fernando M. PattersonThe Journal of Derivatives February 2016, 23 (3) 73-90; DOI: https://doi.org/10.3905/jod.2016.23.3.073
- Tracking Performance of Leveraged Energy Exchange-Traded FundsHongfei Tang and Xiaoqing Eleanor XuThe Journal of Derivatives February 2016, 23 (3) 37-60; DOI: https://doi.org/10.3905/jod.2016.23.3.037
- Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDXVadim Konstantinovsky, Stephen A. Laipply and Bruce D. PhelpsThe Journal of Index Investing February 2016, 6 (4) 88-102; DOI: https://doi.org/10.3905/jii.2016.6.4.088
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