{"id":"https://openalex.org/W1982575755","doi":"https://doi.org/10.1016/j.jbankfin.2010.09.012","title":"The pricing and performance of leveraged exchange-traded funds","display_name":"The pricing and performance of leveraged exchange-traded funds","publication_year":2010,"publication_date":"2010-09-22","ids":{"openalex":"https://openalex.org/W1982575755","doi":"https://doi.org/10.1016/j.jbankfin.2010.09.012","mag":"1982575755"},"language":"en","primary_location":{"id":"doi:10.1016/j.jbankfin.2010.09.012","doi":"https://doi.org/10.1016/j.jbankfin.2010.09.012","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2010.09.012","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039846688","display_name":"Narat Charupat","orcid":"https://orcid.org/0000-0001-9151-7387","observed_orcids":["https://orcid.org/0000-0001-9151-7387"]},"institutions":[{"id":"https://openalex.org/I98251732","display_name":"McMaster University","ror":"https://ror.org/02fa3aq29","country_code":"CA","type":"education","lineage":["https://openalex.org/I98251732"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Narat Charupat","raw_affiliation_strings":["DeGroote School of Business, McMaster University, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"DeGroote School of Business, McMaster University, Canada","institution_ids":["https://openalex.org/I98251732"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5072037931","display_name":"Peter Miu","orcid":"https://orcid.org/0000-0003-1917-4054","observed_orcids":["https://orcid.org/0000-0003-1917-4054"]},"institutions":[{"id":"https://openalex.org/I98251732","display_name":"McMaster University","ror":"https://ror.org/02fa3aq29","country_code":"CA","type":"education","lineage":["https://openalex.org/I98251732"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Peter Miu","raw_affiliation_strings":["DeGroote School of Business, McMaster University, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"DeGroote School of Business, McMaster University, Canada","institution_ids":["https://openalex.org/I98251732"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5039846688"],"corresponding_institution_ids":["https://openalex.org/I98251732"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":15.5434,"has_fulltext":false,"cited_by_count":123,"citation_normalized_percentile":{"value":0.98660356,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":100},"biblio":{"volume":"35","issue":"4","first_page":"966","last_page":"977"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/leveraged-etfs","display_name":"leveraged ETFs","score":0.9919999837875366},{"id":"https://openalex.org/keywords/tracking-error","display_name":"tracking error","score":0.722000002861023},{"id":"https://openalex.org/keywords/retail-traders","display_name":"retail traders","score":0.7089999914169312},{"id":"https://openalex.org/keywords/holding-period","display_name":"holding period","score":0.6859999895095825},{"id":"https://openalex.org/keywords/market-volatility","display_name":"market volatility","score":0.6150000095367432},{"id":"https://openalex.org/keywords/daily-returns","display_name":"daily returns","score":0.35199999809265137}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6642876863479614},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5244348645210266},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.5207571983337402},{"id":"https://openalex.org/C183356978","wikidata":"https://www.wikidata.org/wiki/Q1779213","display_name":"Tracking error","level":3,"score":0.5037083029747009},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.48644566535949707},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4855446517467499},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4659477472305298},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4425235688686371},{"id":"https://openalex.org/C148809678","wikidata":"https://www.wikidata.org/wiki/Q5421012","display_name":"Expense ratio","level":4,"score":0.41075950860977173},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.2826080322265625},{"id":"https://openalex.org/C84355842","wikidata":"https://www.wikidata.org/wiki/Q361863","display_name":"Closed-end fund","level":3,"score":0.07017964124679565},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jbankfin.2010.09.012","doi":"https://doi.org/10.1016/j.jbankfin.2010.09.012","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2010.09.012","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jbfina:v:35:y:2011:i:4:p:966-977","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378-4266(10)00344-4","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/9","score":0.6100000143051147,"display_name":"Industry, innovation and infrastructure"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1866618883","https://openalex.org/W1966938552","https://openalex.org/W1999721170","https://openalex.org/W2014618723","https://openalex.org/W2021274683","https://openalex.org/W2039717040","https://openalex.org/W2051204443","https://openalex.org/W2081450478","https://openalex.org/W2085721591","https://openalex.org/W2085791216","https://openalex.org/W2104697841","https://openalex.org/W2130658178","https://openalex.org/W2172550800","https://openalex.org/W3121362994","https://openalex.org/W3121484312","https://openalex.org/W3121859518","https://openalex.org/W3122012456","https://openalex.org/W3124251361","https://openalex.org/W3125457251","https://openalex.org/W3125739526","https://openalex.org/W3125916087","https://openalex.org/W3126122605"],"related_works":["https://openalex.org/W4243107769","https://openalex.org/W2622825804","https://openalex.org/W7098008016","https://openalex.org/W1580314220","https://openalex.org/W7111420139","https://openalex.org/W1852376386","https://openalex.org/W2803892909","https://openalex.org/W2231568456","https://openalex.org/W2143260845","https://openalex.org/W2106362351"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":9},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":10},{"year":2018,"cited_by_count":14},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":9},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":14},{"year":2013,"cited_by_count":16},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}
