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JRFM
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Innovations and Advances in Exchange-Traded Funds
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Innovations and Advances in Exchange-Traded Funds

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: closed (1 September 2023) | Viewed by 3770

Special Issue Editors

Prof. Dr. Suchismita Mishra

E-Mail Website
Guest Editor
Department of Finance, College of Business, Florida International University, Miami, FL 33199, USA
Interests: board committees; exchange traded funds (ETFs); market design; institutional trading; short selling; algorithmic trading
Dr. Vinh Huy Nguyen

E-Mail Website
Guest Editor
Department of Finance and Business Law, California State University, Fresno, CA, USA
Interests: corporate finance; investments; corporate governance
Dr. Le Zhao

E-Mail Website
Guest Editor
Department of Finance and Business Law, California State University, Fresno, CA, USA
Interests: microstructure; retail trading; investment

Special Issue Information

Dear Colleagues,

We cordially invite you to submit original research articles to this Special Issue on both equity and non-equity exchange-traded funds (ETFs). This Special Issue encourages submissions related to topics including, but not limited to, the categorization, management, trading, and impact of ETFs. Contributions focusing on the fund inflows, new entrants, innovative products, and distribution opportunities of ETFs are particularly welcome. Environmental, social, and governance investing studies, especially during the COVID-19 pandemic, are also of strong interest. 

Prof. Dr. Suchismita Mishra
Dr. Vinh Huy Nguyen
Dr. Le Zhao
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Published Papers (2 papers)

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Research

13 pages, 543 KiB  
Article
Reverse Stock Splits and Liquidity in ETFs
by Olesya Lobanova and Alexandre Aidov
J. Risk Financial Manag. 2024, 17(1), 4; https://doi.org/10.3390/jrfm17010004 - 20 Dec 2023
Viewed by 1511
Abstract
This study aims to address a gap in the existing literature pertaining to the liquidity of exchange-traded funds (ETFs). Specifically, we examine the effect of reverse share splits on ETF liquidity. In contrast to equities, the utilization of ETFs enables the separation of [...] Read more.
This study aims to address a gap in the existing literature pertaining to the liquidity of exchange-traded funds (ETFs). Specifically, we examine the effect of reverse share splits on ETF liquidity. In contrast to equities, the utilization of ETFs enables the separation of signaling and liquidity considerations. Findings suggest that liquidity improves after reverse splits in both univariate and multivariate results. In the absence of delisting concerns, results support the liquidity hypothesis of stock splits. Full article
(This article belongs to the Special Issue Innovations and Advances in Exchange-Traded Funds)
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14 pages, 311 KiB  
Article
The Dynamic Dependency between a Cryptocurrency ETF and ETFs Representing Conventional Asset Classes
by Marcos Velazquez, Alper Gormus and Nima Vafai
J. Risk Financial Manag. 2023, 16(9), 412; https://doi.org/10.3390/jrfm16090412 - 15 Sep 2023
Viewed by 1746
Abstract
Using daily closing price observations between November 2017 and February 2023, this paper documents how the shocks of a cryptocurrency ETF resonate with ETFs representing traditional asset classes in terms of price and volatility. We find price transmission from the cryptocurrency ETF into [...] Read more.
Using daily closing price observations between November 2017 and February 2023, this paper documents how the shocks of a cryptocurrency ETF resonate with ETFs representing traditional asset classes in terms of price and volatility. We find price transmission from the cryptocurrency ETF into the ETFs of several currencies, small-cap equities, and inflation. Risk propagation from the cryptocurrency ETF flows toward ETFs constituted of equities of various sizes, oil prices, high-yield corporate bonds, and inflation. There is scant evidence of transmission from ETFs with underlying conventional assets into the cryptocurrency ETF. The findings bear implications for low-cost risk management strategies. Full article
(This article belongs to the Special Issue Innovations and Advances in Exchange-Traded Funds)
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