The market impact of leveraged ETFs: A Survey of the literature
I survey the literature related to the potential for leveraged and inverse ETFs to influence late-day asset prices. The literature consistently reports statistically significant associations between ETF rebalancing demand and late-day returns and volatility. However, most of the available papers suf...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-12-01
|
| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2024031 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|