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The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)

Citations

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Cited by:

  1. Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela, 2018. "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series 2018-060r1, Board of Governors of the Federal Reserve System (U.S.), revised 29 Jun 2020.
  2. Atanasova, Christina & Weisskopf, Jean-Philippe, 2020. "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
  3. Tan, Xiujie & Yan, Yaxue & Dong, Yuyang, 2022. "Peer effect in green credit induced green innovation: An empirical study from China's Green Credit Guidelines," Resources Policy, Elsevier, vol. 76(C).
  4. Boutabba, Mohamed Amine & Rannou, Yves, 2022. "Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects," International Review of Financial Analysis, Elsevier, vol. 81(C).
  5. Jeffrey Meli & Zornitsa Todorova, 2023. "Credit ETFs in Mutual Funds and Corporate Bond Liquidity," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(3), pages 89-114, August.
  6. Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021. "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers 21-04, University of Cologne, Centre for Financial Research (CFR).
  7. Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2023. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
  8. Martin Lettau & Ananth Madhavan, 2018. "Exchange-Traded Funds 101 for Economists," Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 135-154, Winter.
  9. Aquilina, Matteo & Croxson, Karen & Valentini, Gian Giacomo & Sun, Zhuowei, 2023. "Authorised participants as shock absorbers in fixed-income ETFs," Finance Research Letters, Elsevier, vol. 55(PA).
  10. Gregory Boadu-Sebbe, 2022. "Effect of Exchange-Traded Funds Arbitrage Transactions on their Underlying Holdings," CERGE-EI Working Papers wp738, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  11. Bae, Kyounghun & Kim, Daejin, 2020. "Liquidity risk and exchange-traded fund returns, variances, and tracking errors," Journal of Financial Economics, Elsevier, vol. 138(1), pages 222-253.
  12. David E. Rappoport & Tugkan Tuzun, 2020. "Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds," Finance and Economics Discussion Series 2020-097, Board of Governors of the Federal Reserve System (U.S.).
  13. Yuan, Ying & Huang, Yizhao & Chen, Haoran, 2021. "Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  14. Saæglam, Mehmet & Tuzun, Tugkan & Wermers, Russ, 2021. "Do ETFs increase liquidity?," CFR Working Papers 21-03, University of Cologne, Centre for Financial Research (CFR).
  15. Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee, 2020. "Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX," Working Paper Series WP-2020-14, Federal Reserve Bank of Chicago.
  16. Wilson, Christian & Caldecott, Ben, 2023. "Investigating the role of passive funds in carbon-intensive capital markets: Evidence from U.S. bonds," Ecological Economics, Elsevier, vol. 209(C).
  17. Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
  18. Enrique Molina‐Muñoz & Andrés Mora‐Valencia & Javier Perote, 2021. "Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4163-4189, July.
  19. Greppmair, Stefan & Theissen, Erik, 2022. "Small is beautiful? How the introduction of mini futures contracts affects the regular contracts," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 19-38.
  20. Rhodes, Meredith E. & Mason, Joseph R., 2023. "ETF ownership and firm-specific information in corporate bond returns," Journal of Financial Markets, Elsevier, vol. 63(C).
  21. Luca J. Liebi, 2020. "The effect of ETFs on financial markets: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 165-178, June.
  22. Thomas Marta & Fabrice Riva, 2022. "Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique," Post-Print hal-03969602, HAL.
  23. Abdelhak Senadjki & Samuel Ogbeibu & Chee Yin Yip & Hui Nee Au Yong & Mourad Senadjki, 2021. "The impact of corruption and university education on African innovation: evidence from emerging African economies," SN Business & Economics, Springer, vol. 1(5), pages 1-26, May.
  24. Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley, 2019. "The counterparty risk exposure of ETF investors," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 215-230.
  25. John Caramichael & Andreas Rapp, 2022. "The Green Corporate Bond Issuance Premium," International Finance Discussion Papers 1346, Board of Governors of the Federal Reserve System (U.S.).
  26. Kanamura, Takashi, 2021. "Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components," Finance Research Letters, Elsevier, vol. 41(C).
  27. Afees A. Salisu & Kingsley Obiora, 2021. "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
  28. Marta Khomyn, 2020. "Essays on Modern Market Structure," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2020, January-A.
  29. Tang, Lu & Tan, Eric K.M. & Low, Rand, 2024. "Complements or substitutes? The effect of ETFs on other managed funds," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  30. Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
  31. Caramichael, John & Rapp, Andreas C., 2024. "The green corporate bond issuance premium," Journal of Banking & Finance, Elsevier, vol. 162(C).
  32. Huang, Jing-Zhi & Wang, Yan & Wang, Ying, 2024. "Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 165(C).
  33. Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Oztekin, Mustafa, 2024. "Performance implications of hedging with industry ETFs," Global Finance Journal, Elsevier, vol. 61(C).
  34. repec:prg:jnlcfu:v:2023:y:2023:i:1:id:581 is not listed on IDEAS
  35. Kim, Jinhwan & Cho, Hoon & Seok, Sangik, 2023. "Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  36. Petr Musílek, 2023. "30 years of exchange traded funds: The boom and the risks of market and regulatory failure [30 let burzovně obchodovaných fondů: boom a rizika tržního a regulatorního selhání]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2023(1), pages 35-48.
  37. Chen, Guanhua & Liu, Xiangli & Liu, Xiao & Zhao, Zhihua, 2024. "ETF ownership and stock pricing efficiency: The role of ETF arbitrage," Finance Research Letters, Elsevier, vol. 62(PA).
  38. Alessio Piccolo & Joel Shapiro, 2022. "Credit Ratings and Market Information," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4425-4473.
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