Search results for "Exchange-traded fund"

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All that glitters is not gold. The rise of gaming in the COVID-19 pandemic

2020

Abstract The COVID-19 pandemic has led to an unprecedented situation, with incalculable health, social, and economic consequences. At the start of the outbreak, the financial markets collapsed, although not all sectors suffered equally. The gaming and eSports industry is one of those that has suffered the least from the fall in the markets. Millions of people locked up at home, bored, stressed, and anguished, gave gaming and eSports companies growing prominence throughout the first half of 2020. This prominence has elicited interest in analyzing which variables can influence the returns in an industry in better financial health than many others. Using a logit–probit model, this research aim…

Economics and EconometricsExchange-traded fundIndex (economics)Coronavirus disease 2019 (COVID-19)GamingManagement of Technology and Innovationlcsh:AZ20-999ddc:6500502 economics and businessDevelopment economicsPandemiclcsh:Social sciences (General)Business and International ManagementgamingM150Video gameEconomic consequencesMarketingF65005 social sciencesFinancial marketCOVID-19Regular Articlegoldlcsh:History of scholarship and learning. The humanitieseSportsVIXlcsh:H1-99SVI050211 marketingGoldBusinessVolatility (finance)050203 business & managementJournal of Innovation & Knowledge
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(In)Efficiencies in Latin American ETFs

2017

Este estudio evalúa empíricamente la eficiencia en la valoración de varios ETFs latinoamericanos, expresada en desviaciones de sus precios de mercado frente a los valores liquidativos subyacentes. Se cuantifican tales ineficiencias y se implementa una estrategia de negociación verificada por regresiones basadas en el CAPM y el Modelo Fama-French. Los resultados discrepan con la Hipótesis de los Mercados Eficientes y son mejor explicados por aspectos de las finanzas comportamentales. Finalmente, se examina cómo las desviaciones influyen sobre la decisión de creación o redención de ETFs, mediante un análisis de regresión logística. Los resultados evidencian que los participantes autorizados r…

Primary marketLatin AmericansFinancial economicsEconomía financieraStrategy and ManagementBehavioral economicsCreation & redemptionPrice/ NAV ratioEfficient-market hypothesisExchange-traded fundsEconomicsCapital asset pricing modelTrading strategyInvestmentsBusiness and International ManagementExcess returnFondos cotizados en bolsaMercado de capitalesCoeficiente precio/Valor liquidativoIneficienciaCreación y redenciónInversionesBolsa de valoresNet asset valueInefficiencyGeneral Economics Econometrics and FinanceCuadernos de Administración
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