Of Seesaws and Swings: The Market-wide Impact of Levered ETF Rebalancing during Stressful Times Article

Jain, Pankaj K, Mishra, Suchi, Pagano, Michael S et al. (2022). Of Seesaws and Swings: The Market-wide Impact of Levered ETF Rebalancing during Stressful Times .

cited authors

  • Jain, Pankaj K; Mishra, Suchi; Pagano, Michael S; Rodriguez, Ivan

authors

publication date

  • February 18, 2022

keywords

  • ETFs
  • Inverse
  • Leveraged
  • market-wide risk
  • volatility