Implicit leverage: Can accrued fees cause levered ETN returns?
A John, L DeVault - Finance Research Letters, 2023 - Elsevier
Abstract Exchange Traded Notes (ETNs) are unsecured debt obligations backed by the
credit quality of the issuing bank. These investments are designed to provide the return of an …
credit quality of the issuing bank. These investments are designed to provide the return of an …
What drives the market for exchange-traded notes?
D Rakowski, S Shirley - Journal of Banking & Finance, 2020 - Elsevier
Exchange-traded notes (ETNs) are a relatively new form of security design that appear
similar to exchange-traded funds (ETFs), but with no underlying portfolio holdings. We …
similar to exchange-traded funds (ETFs), but with no underlying portfolio holdings. We …
Are ETNs realizing their potential? An empirical investigation of ETNs versus other exchange-traded products in the precious metals' space
H Geman, L Thukral, C Wright - The Journal of Index Investing, 2012 - pm-research.com
Within the precious metals' space, this article outlines and investigates empirically three
potential advantages that ETNs may have relative to other exchange-traded products, such …
potential advantages that ETNs may have relative to other exchange-traded products, such …
Mispricing and trading profits in exchange-traded notes
D Diavatopoulos, H Geman, L Thukral… - The Journal of …, 2014 - pm-research.com
This article investigates whether a simple long–short weekly trading strategy based on
mispricing among exchange-traded notes (ETNs) generates profits in excess of the S&P 500 …
mispricing among exchange-traded notes (ETNs) generates profits in excess of the S&P 500 …
A Daily Trading Strategy in theETN Space
L Thukral, D Diavatopoulos, H Geman… - The Journal of …, 2013 - pm-research.com
This article investigates whether the weekly trading strategy in the ETN space reported by
Diavatopoulos et al.[forthcoming] may be profitably deployed as a daily strategy. Replicating …
Diavatopoulos et al.[forthcoming] may be profitably deployed as a daily strategy. Replicating …
[CITATION][C] MUTUAL FUNDS AND THE EXCHANGE TRADED NOTE MARKET
SE Shirleya, JR Starkb