Diversification benefits of using exchange-traded funds in compliance to the sustainable development goals
Sign Up to like & getrecommendations! Published in 2018 at "Business Strategy and the Environment"
DOI: 10.1002/bse.2253
Abstract: Socially responsible investment has acquired a global dimension beyond moral values, which includes sustainability, risk management, and corporate social responsibility as the main elements. At the same time, from the launch of the 17 Sustainable… read more here.
Keywords: development goals; traded funds; sustainable development; exchange traded ... See more keywords
Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Financial Markets"
DOI: 10.1016/j.finmar.2021.100656
Abstract: Abstract Prior to May 22, 2017, price information displayed on stock exchanges on certain days and on days prior to market-closed holidays required investors in exchange-traded repos to infer repos' actual maturities to place orders… read more here.
Keywords: market; processing heuristics; ease processing; exchange traded ... See more keywords
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2019.02.012
Abstract: Abstract We investigate the effect of exchange-traded fund (ETF) liquidity on ETF tracking errors, returns, and volatility in the US. We find that illiquid ETFs have large tracking errors. The effect is more pronounced when… read more here.
Keywords: exchange traded; liquidity; traded fund; tracking errors ... See more keywords