ETFssmart betaasset pricing modelsinvestor behaviorWe examine the impact of non-market-tracking (smart beta) equity exchange-traded funds (ETFs) on how investors evaluate mutual fund performance. We rely on mutudoi:10.2139/ssrn.2962479Jie Cao...
doi:10.2139/ssrn.2620955Leippold, MarkusSu, LujingZiegler, AlexandreSocial Science Electronic PublishingLeippold, Markus, Lujing Su and Alexandre Ziegler, 2016, How index futures and ETFs affect stock return correlations, Working paper, University of Zurich....
摘要: We examine the impact of non-market-tracking (smart beta) equity exchange-traded funds (ETFs) on how investors evaluate mutual fund performance. We rely on mutu关键词:Mutual fund flows ETFs smart beta asset pricing models investor behavior ...
HOW DO RISING RATES AFFECT MIN VOL? From the end of 2021, through the first half of 2022, the yield on 10-year US Treasuries doubled from 1.5% to 3.0%4. During that same time frame, the MSCI USA Minimum Volatility Index outperformed the S&P 500 Index by 7.4%5. Exhibit 1: Min vol...
Bond ETFs specifically invest in bond securities. They can offer broad diversification within the bond community, and an ETF may hold a range of different bonds.6This provides liquidity, price transparency, and lower investment thresholds than individual bonds. However, like individual bonds, they're...
Earnings reports provide investors with a chance to judge a company's performance. These financial results can have a serious impact on the stock's price, resulting in volatility. Don't miss the opportunity to learn more about a company's financial stability and understand why a stock's price...
Volatility is a natural part of stock markets and can be influenced by both systemic factors, such as economic changes or political events, and specific factors, such as company performance or sector-specific news. For investors, volatility can represent both a risk and an opportunity. While high...
For currency-hedged ETFs, any negative embedded yields5 in the underlying currency being hedged. 3. Trading costs: How cost-efficiently can I trade the ETF? Unlike mutual funds, ETFs aren’t bought and sold at NAV but rather traded on an exchange at a market price. Like a stock, ETFs ...
loans debt settlement real estate taxes spending saving and budgeting sign in how fed decisions impact stock prices investing money home how fed decisions impact the stock market u.s. central bank policy moves can create major volatility for investors. here's what you need to know. by tony...
This minimizes volatility while maximizing return opportunity. Robo-advisors can build a diversified portfolio of index funds for you based on factors like your age, risk tolerance and time horizon. Another way to get in on pricey, big-name stock You don't have to wait for a stock split to...