Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124378675> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W3124378675 endingPage "84" @default.
- W3124378675 startingPage "74" @default.
- W3124378675 abstract "In this article, the author shows that during the trading day in New York, the international equity ETFs whose underlying markets are closed behave very much like large-cap U.S. stocks, in that their intraday returns and volatility can be explained by the S&P 500 to a large extent.The evidence that international ETFs are forward looking supports the previous findings that international equity ETFs trade at larger premiums/ discounts compared to their U.S. equity counterparts.This happens when the ETFs are not just passive index tracking funds, but rather they anticipate how their underlying markets will react to movements in the U.S.market when they reopen, causing their overnight net asset values (NAV) to quickly become stale. This result is reinforced by additional evidence that the ETFs have a larger beta with the S&P 500 than with their underlying country index. Finally, the author documents the impact that the financial crisis had on these ETFs’ intraday trading patterns. <b>TOPICS:</b>Exchange-traded funds and applications, passive strategies, global" @default.
- W3124378675 created "2021-02-01" @default.
- W3124378675 creator A5072441103 @default.
- W3124378675 date "2010-11-30" @default.
- W3124378675 modified "2023-10-18" @default.
- W3124378675 title "How Passive Are International ETFs? <i>A Study of</i><i>Their Intraday Behavior</i>" @default.
- W3124378675 cites W1522043862 @default.
- W3124378675 cites W1980413211 @default.
- W3124378675 cites W1981027511 @default.
- W3124378675 cites W2076632931 @default.
- W3124378675 cites W2081450478 @default.
- W3124378675 cites W2130658178 @default.
- W3124378675 cites W2135033006 @default.
- W3124378675 cites W2135513499 @default.
- W3124378675 cites W2156314144 @default.
- W3124378675 cites W3121758033 @default.
- W3124378675 cites W3123216131 @default.
- W3124378675 cites W3125474503 @default.
- W3124378675 cites W3125778425 @default.
- W3124378675 cites W3126146309 @default.
- W3124378675 cites W4233678120 @default.
- W3124378675 cites W4237226556 @default.
- W3124378675 doi "https://doi.org/10.3905/jii.2010.1.3.074" @default.
- W3124378675 hasPublicationYear "2010" @default.
- W3124378675 type Work @default.
- W3124378675 sameAs 3124378675 @default.
- W3124378675 citedByCount "5" @default.
- W3124378675 countsByYear W31243786752012 @default.
- W3124378675 countsByYear W31243786752013 @default.
- W3124378675 countsByYear W31243786752014 @default.
- W3124378675 countsByYear W31243786752018 @default.
- W3124378675 crossrefType "journal-article" @default.
- W3124378675 hasAuthorship W3124378675A5072441103 @default.
- W3124378675 hasConcept C10138342 @default.
- W3124378675 hasConcept C106159729 @default.
- W3124378675 hasConcept C136764020 @default.
- W3124378675 hasConcept C144133560 @default.
- W3124378675 hasConcept C155301685 @default.
- W3124378675 hasConcept C162324750 @default.
- W3124378675 hasConcept C17744445 @default.
- W3124378675 hasConcept C199539241 @default.
- W3124378675 hasConcept C199728807 @default.
- W3124378675 hasConcept C206757995 @default.
- W3124378675 hasConcept C2777382242 @default.
- W3124378675 hasConcept C39389867 @default.
- W3124378675 hasConcept C41008148 @default.
- W3124378675 hasConcept C556758197 @default.
- W3124378675 hasConcept C6243943 @default.
- W3124378675 hasConcept C74514629 @default.
- W3124378675 hasConcept C91602232 @default.
- W3124378675 hasConceptScore W3124378675C10138342 @default.
- W3124378675 hasConceptScore W3124378675C106159729 @default.
- W3124378675 hasConceptScore W3124378675C136764020 @default.
- W3124378675 hasConceptScore W3124378675C144133560 @default.
- W3124378675 hasConceptScore W3124378675C155301685 @default.
- W3124378675 hasConceptScore W3124378675C162324750 @default.
- W3124378675 hasConceptScore W3124378675C17744445 @default.
- W3124378675 hasConceptScore W3124378675C199539241 @default.
- W3124378675 hasConceptScore W3124378675C199728807 @default.
- W3124378675 hasConceptScore W3124378675C206757995 @default.
- W3124378675 hasConceptScore W3124378675C2777382242 @default.
- W3124378675 hasConceptScore W3124378675C39389867 @default.
- W3124378675 hasConceptScore W3124378675C41008148 @default.
- W3124378675 hasConceptScore W3124378675C556758197 @default.
- W3124378675 hasConceptScore W3124378675C6243943 @default.
- W3124378675 hasConceptScore W3124378675C74514629 @default.
- W3124378675 hasConceptScore W3124378675C91602232 @default.
- W3124378675 hasIssue "3" @default.
- W3124378675 hasLocation W31243786751 @default.
- W3124378675 hasOpenAccess W3124378675 @default.
- W3124378675 hasPrimaryLocation W31243786751 @default.
- W3124378675 hasRelatedWork W1496374028 @default.
- W3124378675 hasRelatedWork W1980064227 @default.
- W3124378675 hasRelatedWork W2031680401 @default.
- W3124378675 hasRelatedWork W2063720172 @default.
- W3124378675 hasRelatedWork W2109747684 @default.
- W3124378675 hasRelatedWork W2111812049 @default.
- W3124378675 hasRelatedWork W2342871346 @default.
- W3124378675 hasRelatedWork W3099150769 @default.
- W3124378675 hasRelatedWork W3121701355 @default.
- W3124378675 hasRelatedWork W3123599701 @default.
- W3124378675 hasVolume "1" @default.
- W3124378675 isParatext "false" @default.
- W3124378675 isRetracted "false" @default.
- W3124378675 magId "3124378675" @default.
- W3124378675 workType "article" @default.