B Iwadate - Available at SSRN 3535942, 2023 - papers.ssrn.com
The exchange-traded fund (ETF) market has become the most important recent development of financial markets. I show that the network of the ETF market—the linkages …
X Wang, Y Xiao, H Yan, J Zhang - Journal of Banking & Finance, 2021 - Elsevier
The sovereign CDS market has developed rapidly for two decades and currently has a gross notional amount of more than a trillion dollars. We document a strong momentum effect in …
This dissertation consists of three chapters. In the first, I study the impact of institutional investors on asset prices, by focusing on Collateralized Loan Obligations (CLOs). I …