Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?

DE Sherrill, SE Shirley, JR Stark - Journal of Banking & Finance, 2017 - Elsevier
We provide the first in-depth examination of exchange-traded funds (ETFs) within actively
managed mutual fund (AMMF) portfolios to better understand why AMMFs make substantial …

How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?

AK Banerjee, ZS Özer, MR Rahman… - International Review of …, 2024 - Elsevier
This paper studies how climate change risks and uncertainty in climate policies impact asset
pricing. We analyze this issue through the interaction mechanism between clean and brown …

Climate change concerns meet return‐chasing: Evidence from energy exchange‐traded funds

V Lantushenko, C Schellhorn… - Financial …, 2022 - Wiley Online Library
Decarbonizing the global economy is a challenge requiring massive funding and
coordination across all economic sectors. Energy ETFs play an important role in this …

The use of ETFs and protective option strategies by delegated asset managers

H Salehi - 2019 - oulurepo.oulu.fi
Original papers Original papers are not included in the electronic version of the dissertation.
Salehi, H.(2019). Do institutional investors have ETF selection ability?. Manuscript in …