ETFs mirror an existing index by holding the same component stocks and matching the
weighting scheme. ETFs offer services and investment flexibility that indexed mutual funds …

This paper demonstrates that the effects of unanticipated monetary policy changes (shocks)
on real estate investment trust (REIT) returns are asymmetric between the high- and low-…

Exchange Traded Funds (ETFs), including the innovative leveraged (long and inverse) types,
and the ever more creative traditional versions, are accelerating in popularity as preferred …

We examine the ability of bond fund managers to shift assets between bonds and cash and
across bonds of different maturities in order to capture the changes in their relative returns. …

In the last few years public real estate vehicles and the REIT concept have expanded into
many countries including the United Kingdom in January 2007 and Germany in March 2007. …

This paper examines the pricing dynamics between single stock futures (SSF) and the underlying
spot security. The sample period in this analysis allows us to examine this relationship …

Leveraged exchange traded funds (ETFs) and inverse leveraged ETFs offer investors a
multiple of the daily return on a specific stock index. This study examines whether the daily …

I have composed a three essay dissertation. I examine mutual and/or exchange traded funds
in an attempt to give a deeper understanding of the interplay between our financial markets …

We examine the market timing performance of a sample of high quality corporate bond
funds over the 1994-2003 time period. After establishing that the funds do engage in market …

Exchange traded funds (ETFs) mirror an existing index by holding the same component
stocks and matching the weighting scheme. ETFs offer services and investment flexibility that …