Shorting Leveraged ETF Pairs

被引：2

作者：

Hessel, Christopher ^{[1
]}

Nam, Jouahn ^{[2
]}

Wang, Jun ^{[1
]}

Xing, Cunyu ^{[3
]}

Zhang, Ge ^{[4
]}

机构：

[1] Baruch Coll, Zicklin Sch Business, Finance, New York, NY 10010 USA

[2] Pace Univ, Dept Finance & Econ, Finance, New York, NY 10038 USA

[3] Southwestern Univ Finance & Econ, Sch Business Adm, Finance, Chengdu, Sichuan, Peoples R China

[4] William Paterson Univ, Dept Econ Finance & Global Business, Finance, Wayne, NJ USA

来源：

JOURNAL OF TRADING | 2018年 / 13卷 / 02期

关键词：

D O I：

10.3905/jot.2018.13.2.069

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：69 / 79

页数：11

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