Real estate as a new equity market sector: Market responses and return comovement
This study examines the market responses and return comovement between real estate and
financial stocks around the reclassification of real estate firms from the financial sector to a …
financial stocks around the reclassification of real estate firms from the financial sector to a …
Levered and Inverse Exchange-Traded Products: Evidence from Simulations
DR Chambers, SM Horan - The Journal of Alternative Investments, 2023 - pm-research.com
Levered exchange-traded products have been criticized as offering inferior long-term returns
for two reasons: their higher volatility and, apparently, the belief that volatility diminishes …
for two reasons: their higher volatility and, apparently, the belief that volatility diminishes …
[BOOK][B] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds
MIC Nwogugu, MIC Nwogugu - 2018 - Springer
This chapter illustrates and explains the biases, anomalies and problems inherent in
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …