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...

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Bibliographic Details
Main Author: Stephen L. Lenkey
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
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