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Article

Mispricing and Trading Profits in Exchange-Traded Notes

Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral and Colby Wright
The Journal of Investing Spring 2014, 23 (1) 67-78; DOI: https://doi.org/10.3905/joi.2014.23.1.067
Dean Diavatopoulos
is an assistant professor of finance at Villanova University in Villanova, PA.
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  • For correspondence: dean.diavatopoulos@villanova.edu
Hélyette Geman
is director of the Commodity Finance Centre at Birkbeck, University of London, and ESCP Europe in London, UK.
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  • For correspondence: hgeman@hotmail.com
Lovjit Thukral
is a quantitative research analyst at Deutsche Bank AG, Filiale in London, UK.
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  • For correspondence: lovjit.thukral@db.com
Colby Wright
is an assistant professor of finance at Brigham Young University in Provo, UT.
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  • For correspondence: colby.wright@byu.edu
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The Journal of Investing: 23 (1)
The Journal of Investing
Vol. 23, Issue 1
Spring 2014
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Mispricing and Trading Profits in Exchange-Traded Notes
Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral, Colby Wright
The Journal of Investing Feb 2014, 23 (1) 67-78; DOI: 10.3905/joi.2014.23.1.067

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Mispricing and Trading Profits in Exchange-Traded Notes
Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral, Colby Wright
The Journal of Investing Feb 2014, 23 (1) 67-78; DOI: 10.3905/joi.2014.23.1.067
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