Levered ETF Rebalancing: Market Volatility Impact
Market Volatility Impact: The study reveals that the interaction between investor behavior, ETFs fund flows, and index return autocorrelation can either temper or intensify market volatility, as observed during the COVID-19 pandemic onset.
Featured in No. 24 on 2 Nov 2023 ·
- Released
- 8 Apr 2022
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4617640
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