[HTML][HTML] How Would Leveraged Exchange-Traded Funds Perform in Chinese A-Share Market?
Y Huang, Y Yuan, H Tang - Journal of Mathematical Finance, 2022 - scirp.org
This paper examines the performance of Leveraged Exchange-Traded Funds (LETFs) on
Chinese A-share indices. We find that bull funds deliver positive average returns and that …
Chinese A-share indices. We find that bull funds deliver positive average returns and that …
Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs
Y Yuan, Y Huang, H Chen - The North American Journal of Economics and …, 2021 - Elsevier
This paper examines the performance of monthly-rebalanced Leveraged Exchange-Traded
Products (LETPs), and compares the performance and mandatory rebalancing needs …
Products (LETPs), and compares the performance and mandatory rebalancing needs …
Exchange traded funds in Europe and the US: performance and tracking errors
G Tsalikis - 2020 - dspace.lib.uom.gr
Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …
products of the last two decades. They have become extremely popular both by retail and …
Leveraged Exchange-Traded Funds Versus Investing on Margin
ZL Liu, J Wang - The Journal of Investing, 2022 - joi.pm-research.com
Motivated by the SEC's recent discussion on leveraged exchange-traded funds (LETFs) and
LETFs' rapid growth, this study provides an analytical and empirical comparison of the …
LETFs' rapid growth, this study provides an analytical and empirical comparison of the …
[CITATION][C] Linkages between Exchange Traded Funds and EU Stock Market Liquidity
R Pedisic - Available at SSRN 3357018, 2019