[HTML][HTML] What keeps stablecoins stable?
RK Lyons, G Viswanath-Natraj - Journal of International Money and …, 2023 - Elsevier
Using trades between the stablecoin treasury and private investors, we quantify how
improved arbitrage design stabilizes the price of the dominant stablecoin, Tether. We identify …
improved arbitrage design stabilizes the price of the dominant stablecoin, Tether. We identify …
[HTML][HTML] Reshaping financial systems: The role of ICT in the diffusion of financial innovations–Recent evidence from European countries
Exchange-traded funds (ETFs) are among the fastest-growing types of innovative financial
products. The emergence and spread of these instruments have been facilitated by the …
products. The emergence and spread of these instruments have been facilitated by the …
Investor overconfidence in the South African exchange traded fund market
D Kunjal, F Peerbhai - Cogent Economics & Finance, 2021 - Taylor & Francis
Abstract Exchange Traded Funds (ETFs) have proven to be extremely popular amongst both
retail and institutional investors. The increasing interest in this asset class may incite …
retail and institutional investors. The increasing interest in this asset class may incite …
151 Trading Strategies
Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …
trading strategies across a host of asset classes (and trading styles). This includes stocks …
Active trading in etfs: The role of high-frequency algorithmic trading
In the study reported here, we explored high-frequency algorithmic trading and its effect on
exchange-traded funds (ETFs). Using the cancel rate, the trade-to-order ratio, percentage …
exchange-traded funds (ETFs). Using the cancel rate, the trade-to-order ratio, percentage …
[BOOK][B] Indices, Index Funds and ETFs: Exploring HCI, Nonlinear Risk and Homomorphisms
MIC Nwogugu - 2019 - books.google.com
Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than€
120 trillion worth of securities, debts and commodities worldwide. This book analyzes the …
120 trillion worth of securities, debts and commodities worldwide. This book analyzes the …
ETF Ownership and Stock Pricing Efficiency: The Role of ETF Arbitrage
G Chen, X Liu, X Liu, Z Zhao - Finance Research Letters, 2024 - Elsevier
This study investigates the effect of exchange-traded fund (ETF) ownership on the stock
pricing efficiency in the Chinese market using a panel of stock-daily observations. Based on …
pricing efficiency in the Chinese market using a panel of stock-daily observations. Based on …
ETF Risk Models
Z Kakushadze, W Yu - arXiv preprint arXiv:2110.07138, 2021 - arxiv.org
We discuss how to build ETF risk models. Our approach anchors on i) first building a
multilevel (non-) binary classification/taxonomy for ETFs, which is utilized in order to define …
multilevel (non-) binary classification/taxonomy for ETFs, which is utilized in order to define …
The Impact of COVID-19 on the Returns of South African Exchange Traded Funds
D Kunjal - Acta Universitatis Danubius. Œconomica, 2023 - ceeol.com
The recent COVID-19 outbreak has created economic turmoil around the world. Given the
soaring popularity of exchange traded funds in recent years, this study investigates the …
soaring popularity of exchange traded funds in recent years, this study investigates the …
Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage
MIC Nwogugu, MIC Nwogugu - Indices, Index Funds And ETFs: Exploring …, 2018 - Springer
Abstract Around the world, Index Arbitrage and ETF Arbitrage remains a major problem (this
chapter does not cover the arbitrage of Mutual Funds). The US Congress and many …
chapter does not cover the arbitrage of Mutual Funds). The US Congress and many …