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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Main Author: | Stephen L. Lenkey |
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Format: | Article |
Language: | English |
Published: |
AIMS Press
2024-12-01
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Series: | Quantitative Finance and Economics |
Subjects: | |
Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2024031 |
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