Media
ETP Forum:
ETF Global is proud to continue to Chair the ETP Forum since its inception in 2013. All event info is available at: http://etpforum.org/ including videos from the most recent ETP Forum.
Outside Research Featuring ETFG Data:
- Should We Use Closing Prices? Institutional Price Pressure at the Close, Bogousslavsky, Vincent (Boston College) and Muravyev, Dmitriy (Michigan State University)
- Are the Flows of Exchange-Traded Funds Informative?, Xu, Liao (Jiangxi University of Finance and Economics), Yin, Xiangkang(Deakin University; Financial Research Network (FIRN)), Zhao, Jing (La Trobe University)
- Exchange-Traded Funds: Investment Practices and Tactical Approaches, Meziani, Seddik (Montclair State University)
- Active Exchange-Traded Funds: Are We There Yet?, Meziani, Seddik (Montclair State University)
- Managing the Volatility Risk of Investment Portfolios with Minimum-Volatility ETFs: A Long-Term Approach or a Period-Specific Investment Strategy?, Meziani, Seddik (Montclair State University)
- Arbitrage Comovement, Shim, John J. (University of Chicago Booth School of Business)
- ETF Short Interest and Failures-to-Deliver: Naked Short-Selling or Operational Shorting? - R. Evans (University of Virginia), R. Moussawi (Villanova University; University of Pennsylvania), M. Pagano (Villanova University), J. Sedunov (Villanova University)
- The Sound of Many Funds Rebalancing - A. Chinco (University of Illinois at UrbanaChampaign) V. Fos (Boston College)
- ETF Liquidation Determinants - E. Sherrill (Illinois State University), J. Stark (Middle Tennessee State University)
- The Active World of Passive Investing - D. Easley (Cornell University), D. Michayluk (University of Technology Sydney, Financial Research Network Centre for International Finance and Regulation), M. O’Hara (Cornell University), T. Putniņš (University of Technology Sydney, Stockholm School of Economics Riga, Financial Research Network)
- Do ETFs increase the commonality in liquidity of underlying stocks? - V. Agarwal (Georgia State University ; University of Cologne - Centre for Financial Research), P. Hanouna (Villanova University), R. Moussawi (Villanova University; University of Pennsylvania), C. Stahel (Securities and Exchange Commission - Division of Economic and Risk Analysis)
Should We Use Closing Prices? Institutional Price Pressure at the Close, Bogousslavsky, Vincent (Boston College) and Muravyev, Dmitriy (Michigan State University)
ETFG Research Papers:
- ETFG White Paper - Capturing Alpha with Sentiment - Large Domestic Equity
- ETFG White Paper - ETFG Green Diamond - North America Small Cap Performance - 4.1.18
- ETFG White Paper - ETFG Green Diamond - North America Small Cap Performance - 6.1.17
- ETFG White Paper - ETFG Green Diamond - North America Small Cap Performance - 3.1.17
- ETFG White Paper - ETFG Green Diamond - North America Small Cap Performance - 12.1.16
ETF Global on Seeking Alpha: ETF Global Perspectives