Volatility effect of ETFs on the constituents of the underlying Taiwan 50 Index
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- J. -H. Chen & C. -Y. Huang, 2010. "An analysis of the spillover effects of exchange-traded funds," Applied Economics, Taylor & Francis Journals, vol. 42(9), pages 1155-1168.
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"Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity,"
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- Farouk, Faizal & Masih, Mansur, 2014. "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper 58869, University Library of Munich, Germany.
- Xuan Vinh Vo & Kevin Daly, 2008. "Volatility amongst firms in the Dow Jones Eurostoxx50 Index," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 569-582.
- Jo-Hui Chen, 2011. "The spillover and leverage effects of ethical exchange traded fund," Applied Economics Letters, Taylor & Francis Journals, vol. 18(10), pages 983-987.
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