Looking Inside Liquidity

DF Kittsley, J Edrosolan - The Journal of Beta Investment …, 2008 - pm-research.com
The purpose of this article is to provide context regarding the key considerations and drivers
of liquidity for ETFs and to highlight their features that make sourcing liquidity unique …

An Analysis of Indexing at the Industry Level: Market Cap versus Equal Weighting

DF Kittsley - The Journal of Beta Investment Strategies, 2006 - pm-research.com
The topic of index weighting has gained increasing popularity in the financial press of late.
In particular, the financial services industry fueled in part by exponential ETF growth, finds …

[PDF][PDF] The benchmark index ETF performance problem

GL Gastineau - The Journal of Portfolio Management, 2004 - researchgate.net
The extent of the decline in stock prices since early in 2000 means it may take a few years
before the capital gains distribution issue is widely discussed again—but investors cannot …

[PDF][PDF] Single Stock Futures on Exchange-Traded Funds

GL Gastineau - Futures, 2004 - researchgate.net
… and Dodd F. Kittsley, “Low Historical Tracking Error for Most ETFs,” Morgan Stanley Equity
Research Report, February 27, 2003. 5. McNally, Kevin and Dennis Emanuel, “ETF Insights: …

[BOOK][B] The exchange-traded funds manual

GL Gastineau - 2010 - books.google.com
Full coverage of ETF investments from an expert in the field The initial edition of Gary
Gastineau's The Exchange-Traded Fund Manual was one of the first books to describe and …

[BOOK][B] Someone Will Make Money on Your Funds-Why Not You?: A Better Way to Pick Mutual and Exchange-Traded Funds

GL Gastineau - 2005 - books.google.com
SOMEONE WILL MAKE MONEY ON YOUR FUNDS-WHY NOT YOU?" This book is a treasure
trove of practical research and pithy thoughts based on Gastineau's decades of experience…

THE GOLDWATCHER

D Gold - 2008 - Wiley Online Library
… ‘StreetTRACKS gold has proved to be one of the fastest growing ETFs in the history of
the product,’ according to Dodd Kittsley, the director of ETF research at State Street Global …

Determinants of ETF liquidity in the secondary market: A five-factor ranking algorithm

P Agrrawal, JM Clark - ETFs and Indexing, 2009 - guides.pm-research.com
There are about 900 ETFs trading in the market, of which a large number appear to be duplicative
in design and coverage. Some of them possibly serve as a tool for issuing firms to gain …

[PDF][PDF] A Multivariate Liquidity Score and Ranking Device for ETFs

P Agrrawal, JM Clark - Academy of Financial Services, 2009 - academyfinancial.org
There are about 900 ETFs trading in the market, of which a large number appear to be
duplicative (in design and coverage) and possibly serve as a tool for issuing firms to gain market …

[PDF][PDF] Leveraged Exchange Traded Funds and Volatility: An Exploratory Discussion

WJ Golden - 2014 - scholar.archive.org
In the late 1980’s, futures trading was at the center of every market analyst’s mind; surely
the remarkable spike in market volatility had to be related to this new investment tool. Over …