At the Asia ETF Forum 2019, Hong Kong Exchanges and Clearing (HKEX) welcomed industry experts from around the region to six key Asian exchange-traded fund (ETF) cities, offering attendees an updated view on the growing ETF market in Asia. This article…
Since the launch of the first exchange-traded fund (ETF) on the Hong Kong Exchanges and Clearing (HKEX) in 1999, exchange-traded products (ETPs) have gained popularity as they become one of the fastest-growing investment products in the world. Hong Kong…
In this paper, the authors discuss the various performance measures of beta hedging and offer a new synthetic criterion that accounts for both risk-adjusted returns and losses of trading strategy.
The exchange-traded fund space has long been dominated by passively managed funds, but active ETFs are gaining popularity among investors and issuers. Although active ETFs are not yet a mainstream investment instrument, their growing investor interest is…
French bank says derivatives business will benefit from better prices and liquidity in underlying stocks
Hong Kong’s exchange-traded fund market takes centre stage in international investors’ foray into Chinese markets, experts say. By Hong Kong Exchanges and Clearing (HKEX)
Goldman, Robeco challenge conventional ‘bottom-up’ portfolio design
Asia Risk Awards 2018
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New rules replace voluntary arrangements in ETFs and Nordic bonds, fragmenting post-trade data
Does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? An empirical investigation
This paper examines the relation between the flows into the three main commodity index exchange-traded funds (ETFs) and the prices, inventory and term structure of four energy and twelve US-traded agricultural contracts.
Inelastic oil market moved easily by speculation, finds macroeconomist
Commodity traders shouldn't ignore the recent meltdown in CBOE’s Vix derivatives, writes energy consultant
Vix manipulation reports may be leading investors to pile back into risky short-volatility products
In this paper, the authors study the dynamics of Chicago Board Options Exchange volatility index (VIX) futures and exchange-traded notes (ETNs)/exchange-traded funds (ETFs).
Best execution rules push Tradeweb ETF volumes up 32%, but smart order routers may alter trend
Uridashis, macro positioning and ETFs behind record 23% rise in volatility on November 9
Secondary market trading in funds could freeze up in times of stress, supervisors fear
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
Single-factor ETFs could pose threat to quantitative equity market neutral strategies
Author of Adaptive Markets tells Risk.net what his ideas mean for investors and regulators
Risk Awards 2017: Chicago firm is trying to make the New York Stock Exchange more robust
Gaps in performance of apparently similar products rekindle debate on index construction