Performance of Japanese leveraged ETFs
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DOI: 10.1016/j.pacfin.2020.101490
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References listed on IDEAS
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More about this item
Keywords
Leveraged exchange-traded funds; Fund performance; Cost of carry; Dividend clustering;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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