Real estate as a new equity market sector: Market responses and return comovement

H Tang, K Xie, XE Xu - Real Estate Economics, 2022 - Wiley Online Library
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 …

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 …

[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 …