Price inefficiency and stock-loan rates of leveraged ETFs

- Marco Avellaneda and Doris Dobi
- 16 Jul 2013

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Leveraged exchange-traded funds (ETFs) have attracted considerable attention from investors, market commentators and academics. For investors, the leveraged ETF offers the possibility of increased leverage and shorting through inverse funds. Among market commentators, leveraged ETFs are a popular topic, both to articulate bullish or bearish views on a particular sector, or to consider their performances relative to the benchmarks. Mathematicians and quants have also been active in research on

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