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Social and Behavioral Sciences Commons™

Open Access. Powered by Scholars. Published by Universities.®

San Jose State University

2016

Business

Articles 1 - 4 of 4

Full-Text Articles in Social and Behavioral Sciences

The Charm Of Secrecy: Secrecy And Society As Secrecy Studies, Susan Maret Nov 2016

The Charm Of Secrecy: Secrecy And Society As Secrecy Studies, Susan Maret

Secrecy and Society

No abstract provided.

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Webinar 1: Marketing And Branding: Asserting Your Value, Michele Villagran Jun 2016

Webinar 1: Marketing And Branding: Asserting Your Value, Michele Villagran

Faculty Publications

Promoting and Enhancing the Advancement of Rural Libraries (PEARL) project: Rural & Small Libraries 4-part Webinar Series with Dr. Michele A. L. Villagran.

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Analysis Of The Factors Impacting Etfs Net Fund Flow Changes, Stoyu Ivanov Jan 2016

Analysis Of The Factors Impacting Etfs Net Fund Flow Changes, Stoyu Ivanov

Faculty Publications

PurposeThe purpose of this study is to identify the factors that impact the exchange-traded funds net fund flow changes on a daily basis.Design/methodology/approachA total of 1,212 different exchange-traded funds with a proprietary daily net fund flow data and logistic regressions were studied because the majority of the 1,212 exchange-traded funds have mostly zero daily net fund flow changes.FindingsIt was documented that in the period December 22, 2005 to July 28, 2010 autocorrelation at the daily frequency is not universally present for the 1,212 exchange-traded funds that we study, despite the fact that this is the case in the monthly data …

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Study Of Reit Etf Beta, Stoyu Ivanov Jan 2016

Study Of Reit Etf Beta, Stoyu Ivanov

Faculty Publications

PurposeThe aim of this study is to examine real estate investment trust exchange-traded funds (REIT ETFs) and test for the existence of the “asymmetric beta puzzle” phenomenon in these financial instruments that are relatively new and are gaining popularity. The “asymmetric beta puzzle” phenomenon is used to identify the hedging and diversification benefits of a financial instrument. “Asymmetric beta puzzle” exists when betas in declining markets are higher than betas in advancing markets.Design/methodology/approachTo study 14 REIT ETFs by using monthly and daily Center for Research in Security Prices (CRSP) data. Capital asset pricing model (CAPM) and Fama–French three-factor model were …

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