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Application of Demand Analysis Framework to Understand the Price and Volume Movements of Exchange Traded Funds (ETFs)


  • Fei, Chengcheng
  • Gao, Chen
  • Hardin, Erin M.
  • Dharmasena, Senarath


applying demand analysis framework towards financial market data

Suggested Citation

  • Fei, Chengcheng & Gao, Chen & Hardin, Erin M. & Dharmasena, Senarath, 2016. "Application of Demand Analysis Framework to Understand the Price and Volume Movements of Exchange Traded Funds (ETFs)," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229798, Southern Agricultural Economics Association.
  • Handle: RePEc:ags:saea16:229798

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    Exchange Traded Funds; Energy ETFs; demand systems; Agribusiness; Agricultural Finance; Demand and Price Analysis; Financial Economics; Resource /Energy Economics and Policy; Risk and Uncertainty; G11; G12; C39;

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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