Journal of Financial Markets Vol. 41 2018

Do leveraged ETFs really amplify late-day returns and volatility?

Ivan Ivanov^1,2; Stephen L. Lenkey³

¹ Federal Reserve Board of Governors · ² Federal Reserve · ³ Pennsylvania State University

DOI

10.1016/j.finmar.2018.09.001

Volume

41

Pages

36-56

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓