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Do leveraged ETFs really amplify late-day returns and volatility?

Ivan Ivanov, Stephen L. Lenkey
Year2018
VenueJournal of Financial Markets
Typearticle
Citations28
DOI10.1016/j.finmar.2018.09.001
OpenAlexW3122573361

Topics

Financial Markets and Investment StrategiesVolatility (finance)Equity (law)Monetary economicsEconomicsCapital flows