Looking Inside Liquidity

DF Kittsley, J Edrosolan - The Journal of Beta Investment …, 2008 - pm-research.com
The purpose of this article is to provide context regarding the key considerations and drivers
of liquidity for ETFs and to highlight their features that make sourcing liquidity unique …

A comparison: Futures, swaps, and ETFs

N Hamid, J Edrosolan - ETFs and Indexing, 2009 - guides.pm-research.com
This article compares the three Delta One investments—futures, swaps, and exchange-traded
funds—across three key dimensions: operational efficiency, cost, and risk. Examples are …

Index Futures: Do They Deliver Efficient Beta?

…, NR Da Conceicao, JL Edrosolan… - ETFs and …, 2012 - guides.pm-research.com
There are many choices for investment vehicles to gain index beta exposure.This study
compares the historical efficiency in delivering beta through exchange-traded funds (ETFs) and …

Mediation analysis of CKD risk factors using kidney biomarkers in women living with HIV

KA Edrosolan, MG Shlipak, R Scherzer, MM Estrella… - AIDS, 2022 - journals.lww.com
Objective: Novel urinary biomarkers reflecting kidney tubule health are associated with
chronic kidney disease (CKD) risk in persons living with HIV. However, it is unknown whether …

Ecological Momentary Assessment of Weight Stigma and Eating Behavior in Everyday Life

…, AK Montoya, K Edrosolan, J Tan… - Annals of Behavioral …, 2024 - academic.oup.com
Background Weight stigma is widespread, but the existing literature on its harmful consequences
remains largely limited to lab-based experiments and large-scale longitudinal designs. …

[PDF][PDF] A Multivariate Liquidity Score and Ranking Device for ETFs

P Agrrawal, JM Clark - Academy of Financial Services, 2009 - academyfinancial.org
There are about 900 ETFs trading in the market, of which a large number appear to be
duplicative (in design and coverage) and possibly serve as a tool for issuing firms to gain market …

Determinants of ETF liquidity in the secondary market: A five-factor ranking algorithm

P Agrrawal, JM Clark - ETFs and Indexing, 2009 - guides.pm-research.com
There are about 900 ETFs trading in the market, of which a large number appear to be duplicative
in design and coverage. Some of them possibly serve as a tool for issuing firms to gain …

What's up with the decline in beans? Are there simple tests to identify people with HIV at risk for chronic kidney disease?

EA Abdel-Hameed, ET Overton - AIDS, 2024 - journals.lww.com
Chronic kidney disease (CKD) occurs more frequently among people with HIV (PWH) than
in HIV-uninfected adults [1–3]. Sex at birth and race have a pronounced effect on CKD …

[BOOK][B] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds

MIC Nwogugu, MIC Nwogugu - 2018 - Springer
This chapter illustrates and explains the biases, anomalies and problems inherent in
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …

[PDF][PDF] A CRITIQUE OF THE VIX INDEX, CDS INDICES, OPTIONS-BASED INDICES, AND SYNTHETIC ETFS/FUNDS.

M NWOGUGU - CDS Indices, Options-Based Indices, and …, 2012 - researchgate.net
While Options-based Indices have grown in popularity during then last ten years, there are
many structural problems inherent in the associated Index calculation methodologies, which …