The ETF handbook: how to value and trade exchange-traded funds
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2010
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVIII, 253 S. graph. Darst. |
| ISBN: | 9780470556825 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | Titel: The ETF handbook
Autor: Abner, David J.
Jahr: 2010
Contents
Preface ix
Acknowledgments xvH
PART ONE
Introduction to the ETF Marketplace 1
CHAPTER 1
Development of an ETF 5
Market Access or Outperformance? 6
Index Tracking or Actively Managed? 7
Underlying Assets 8
Rebalancing and Index Changes 9
ETF Basket 10
Conclusion 21
CHAPTER 2
Structure of an ETF 23
Categotizing Exchange-Ttaded Products 24
ETF Regulation 26
Exchange-Traded Notes 32
Taxation 34
When Structural Issues Arise 37
Conclusion 39
CHAPTERS
Bringing an ETF to the Market 41
Partnering with an Exchange 42
Lead Market Maker 42
ETF Incubation 44
Comparing Fees by Structure 53
vi CONTENTS
Marketing and Launch 54
Conclusion 55
CHAPTER 4
Investment Companies, mow and hi the Future 57
In the Beginning, There Were Closed-End Funds 59
Mutual Funds 64
Actively Managed ETFs 67
ETFs within the Portfolio 68
Closing of ETFs 72
Conclusion: The Future of ETFs 73
PJBTTWO
Exchange-Traded Fund Valuation 77
CHAPTER 5
ETFs with Domestic Constituents 79
Calculating the Net Asset Value 80
Discounts and Premiums 83
Calculating the Intraday Indicative Value 88
Conclusion 92
CHAPTER G
rfTFswnli International Constfoients 93
International ETFs 94
Providing Liquidity 101
Conclusion 104
CHAPTER 7
Fixed-Income and Currency ETFs 105
Fixed Income 107
Currency ETFs 112
Conclusion 117
CHAPTER 8
Leveraged, Invaro, aiid fommoolty Pniducts 119
Introduction to Leveraged Products 119
Understanding Inverse ETFs 126
Commodity ETVs 128
Conclusion 131
Contents____________________________________________________________________Vji
PABITHREE
ETF Trading and Execution 133
CHAPTER 9
Trading Volumes and ETF Liquidity: Keys to Unlocking Value
from the ETF Structure 135
How Is an ETF Different from a Stock? 136
A Brief Look at Equity Trading Volumes 137
A Detailed Look at ETF Trading Volumes 138
ETF Money Flows 145
Conclusion 153
CHAPTER 10
ETF Trading Business: Assessing and Providkig UqudRy 155
Trading Model 156
Measuring Potential Available ETF Liquidity 159
Requirements for an ETF Trading Business 163
Conclusion 165
CHAPTER11
Execution: Handing dent Order How and Achieving
Execution hi ETFs 167
Time Frames and Order Types 168
Market Orders 170
Limit Orders 172
Algorithms 174
Risk Matkets (Utilizing Broker-Dealer Capital) 176
Creations and Redemptions 179
Examples of Executions in the Market 185
Conclusion 190
CHAPTER 12
Market ParticiBatits and Their Tradtog Strategies 193
Broker-Dealer Facilitation Desks 195
Electronic Market Making 202
Liquidity Aggregators 206
Trading Strategies 207
Conclusion 216
APPFJtMXA
Ust of U.S. ETF Issuers 219
Vj_________________________________________________________CONTENTS
APPBtHHB
Researcti and Data Providers 221
APPHNXC
ETHlelated Web Sites and Hogs 228
APPWMXD
Ust of FJft in Registration 225
Notes 243
About the Author 247
iidex 248
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| id | DE-604.BV036552347 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:42:41Z |
| institution | BVB |
| isbn | 9780470556825 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020473871 |
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| physical | XVIII, 253 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Wiley |
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| series2 | Wiley finance series |
| spelling | Abner, David J. Verfasser aut The ETF handbook how to value and trade exchange-traded funds David J. Abner Hoboken, NJ Wiley 2010 XVIII, 253 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance series Indexfonds (DE-588)4597125-0 gnd rswk-swf Investmentfonds (DE-588)4114047-3 gnd rswk-swf Indexfonds Investmentfonds Finanzwirtschaft Indexfonds (DE-588)4597125-0 s Investmentfonds (DE-588)4114047-3 s b DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020473871&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Abner, David J. The ETF handbook how to value and trade exchange-traded funds Indexfonds (DE-588)4597125-0 gnd Investmentfonds (DE-588)4114047-3 gnd |
| subject_GND | (DE-588)4597125-0 (DE-588)4114047-3 |
| title | The ETF handbook how to value and trade exchange-traded funds |
| title_auth | The ETF handbook how to value and trade exchange-traded funds |
| title_exact_search | The ETF handbook how to value and trade exchange-traded funds |
| title_full | The ETF handbook how to value and trade exchange-traded funds David J. Abner |
| title_fullStr | The ETF handbook how to value and trade exchange-traded funds David J. Abner |
| title_full_unstemmed | The ETF handbook how to value and trade exchange-traded funds David J. Abner |
| title_short | The ETF handbook |
| title_sort | the etf handbook how to value and trade exchange traded funds |
| title_sub | how to value and trade exchange-traded funds |
| topic | Indexfonds (DE-588)4597125-0 gnd Investmentfonds (DE-588)4114047-3 gnd |
| topic_facet | Indexfonds Investmentfonds |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020473871&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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