The spillover and leverage effects and trading volume of FinTech Exchange-Traded Funds

IF 1.2 4区经济学 Q3 BUSINESS, FINANCE

Investment Analysts Journal Pub Date : 2024-08-21 DOI:10.1080/10293523.2024.2379097

Sabbor Hussain, Jo-Hui Chen

引用次数: 0

Abstract

This paper explores the spillover and leverage effects, as well as trading volume dynamics, of Financial, Technology, and FinTech Exchange-Traded Funds (ETFs) using ARMA-GARCH and ARMA-EGARCH model...

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金融科技交易所交易基金的溢出效应、杠杆效应和交易量

本文利用ARMA-GARCH和ARMA-EGARCH模型探讨了金融、科技和金融科技交易所交易基金（ETF）的溢出效应和杠杆效应以及交易量动态。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Investment Analysts Journal BUSINESS, FINANCE-

CiteScore

1.90

自引率

11.10%

发文量

期刊介绍： The Investment Analysts Journal is an international, peer-reviewed journal, publishing high-quality, original research three times a year. The journal publishes significant new research in finance and investments and seeks to establish a balance between theoretical and empirical studies. Papers written in any areas of finance, investment, accounting and economics will be considered for publication. All contributions are welcome but are subject to an objective selection procedure to ensure that published articles answer the criteria of scientific objectivity, importance and replicability. Readability and good writing style are important. No articles which have been published or are under review elsewhere will be considered. All submitted manuscripts are subject to initial appraisal by the Editor, and, if found suitable for further consideration, to peer review by independent, anonymous expert referees. All peer review is double blind and submission is via email. Accepted papers will then pass through originality checking software. The editors reserve the right to make the final decision with respect to publication.