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Japan and Hong Kong Exchange-Traded Funds (ETFs): Discounts, Returns, and Trading Strategies

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Author Info

  • Timothy Jares
  • Angeline Lavin
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    File URL: http://hdl.handle.net/10.1023/B:FINA.0000008665.55707.ab
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    Bibliographic Info

    Article provided by Springer in its journal Journal of Financial Services Research.

    Volume (Year): 25 (2004)
    Issue (Month): 1 (February)
    Pages: 57-69

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    Handle: RePEc:kap:jfsres:v:25:y:2004:i:1:p:57-69

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    Web page: http://www.springerlink.com/link.asp?id=102934

    Related research

    Keywords: Foreign exchange-traded funds; asynchronous trading.;

    References

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    1. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
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    Cited by:
    1. Imtiaz Mazumder, M. & Chu, Ting-Heng & Miller, Edward M. & Prather, Larry J., 2008. "International day-of-the-week effects: An empirical examination of iShares," International Review of Financial Analysis, Elsevier, vol. 17(4), pages 699-715, September.
    2. Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
    3. Levy, Ariel & Lieberman, Offer, 2013. "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1412-1421.
    4. Valeria Martinez & Yiuman Tse & Jullavut Kittiakarasakun, 2013. "Volatility, trade size, and order imbalance in China and Japan exchange traded funds," Journal of Economics and Finance, Springer, vol. 37(2), pages 293-307, April.
    5. Shaen Corbet & Cian Twomey, 2014. "Have Exchange Traded Funds Influenced Commodity Market Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 323-335.

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